-11.1%
CHYM vs JD
-16.5%
+5.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.3% | -4.2% | +2.0% | -0.9% |
| 30D | +4.4% | -14.4% | +18.8% | +9.5% |
| 3M | +91.3% | -3.6% | +94.9% | +92.3% |
| 6M | +44.0% | -0.3% | +44.3% | +41.2% |
| YTD | +31.1% | -2.4% | +33.5% | +30.6% |
| 1Y | +37.8% | -18.5% | +56.4% | +47.2% |
| All | -11.1% | -16.5% | +5.5% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling