+37.0%
CHYM vs JD
-5.6%
+42.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.2% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | +30.2% | -13.2% | +43.4% | +34.9% |
| 3M | +85.9% | -3.2% | +89.1% | +86.8% |
| 6M | +49.9% | +15.2% | +34.7% | +40.1% |
| YTD | +34.1% | +2.0% | +32.2% | +33.0% |
| 1Y | +37.0% | -5.4% | +42.4% | +42.6% |
| All | +37.0% | -5.6% | +42.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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