-9.6%
CHYM vs DOC
+26.1%
-35.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +7.1% | -0.9% | +8.0% | +7.3% |
| 30D | +15.7% | +7.7% | +8.0% | +14.0% |
| 3M | +4.3% | -2.0% | +6.3% | +4.6% |
| 6M | +92.9% | +5.9% | +87.1% | +88.0% |
| YTD | +33.3% | +31.8% | +1.5% | +20.1% |
| 1Y | +74.8% | +22.5% | +52.3% | +60.5% |
| All | -9.6% | +26.1% | -35.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling