-12.0%
CHYM vs DOV
+6.8%
-18.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.4% |
| 7D | -2.9% | -1.9% | -1.0% | -2.1% |
| 30D | +3.0% | -9.9% | +12.8% | +8.1% |
| 3M | +98.7% | -12.1% | +110.8% | +109.7% |
| 6M | +46.4% | -10.4% | +56.9% | +52.2% |
| YTD | +29.8% | -3.3% | +33.1% | +26.3% |
| 1Y | +40.5% | +7.8% | +32.7% | +27.2% |
| All | -12.0% | +6.8% | -18.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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