+37.0%
CHYM vs DTE
+3.0%
+34.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | +30.2% | -2.6% | +32.8% | +29.4% |
| 3M | +85.9% | -3.9% | +89.8% | +84.3% |
| 6M | +49.9% | -7.9% | +57.8% | +48.4% |
| YTD | +34.1% | +7.2% | +26.9% | +27.5% |
| 1Y | +37.0% | +3.1% | +33.9% | +36.4% |
| All | +37.0% | +3.0% | +34.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling