-12.9%
CHYM vs DRI
+2.2%
-15.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +11.0% | -0.4% | +11.4% | +11.0% |
| 3M | +83.9% | +9.5% | +74.4% | +80.4% |
| 6M | +45.3% | +6.5% | +38.9% | +42.8% |
| YTD | +28.4% | +18.4% | +10.0% | +23.3% |
| 1Y | +32.2% | +4.2% | +28.0% | +29.3% |
| All | -12.9% | +2.2% | -15.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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