-9.0%
CHYM vs DOCS
-53.6%
+44.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.4% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | +30.2% | +21.8% | +8.4% | +29.2% |
| 3M | +85.9% | +27.3% | +58.6% | +83.0% |
| 6M | +49.9% | -0.3% | +50.3% | +50.1% |
| YTD | +34.1% | -40.5% | +74.6% | +31.9% |
| 1Y | +37.0% | -61.5% | +98.6% | +31.8% |
| All | -9.0% | -53.6% | +44.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 all: compounded portfolio wealth divided by compounded DOCS 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…
all analysis · Full analysis span regression · 6 months rolling