-12.0%
CHYM vs JD
-16.7%
+4.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | -2.9% | -2.6% | -0.3% | -2.1% |
| 30D | +3.0% | -15.4% | +18.3% | +8.4% |
| 3M | +98.7% | -5.0% | +103.7% | +100.8% |
| 6M | +46.4% | +0.9% | +45.5% | +42.8% |
| YTD | +29.8% | -2.5% | +32.3% | +29.3% |
| 1Y | +40.5% | -16.0% | +56.5% | +47.2% |
| All | -12.0% | -16.7% | +4.7% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling