+52.7%
CHYM vs DT
+30.2%
+22.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.7% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | +12.0% | +0.1% | +11.9% | +11.8% |
| 3M | +102.4% | +24.1% | +78.3% | +84.0% |
| 6M | +52.7% | +30.1% | +22.6% | +32.9% |
| All | +52.7% | +30.2% | +22.4% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 6mo: compounded portfolio wealth divided by compounded DT 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…
6mo analysis · Full analysis span regression · 6 months rolling