+52.7%
CHYM vs JD
+3.8%
+48.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.5% | +9.4% | +7.3% |
| 7D | +3.4% | -3.0% | +6.4% | +3.9% |
| 30D | +12.0% | -19.3% | +31.3% | +15.4% |
| 3M | +102.4% | -6.0% | +108.4% | +103.7% |
| 6M | +52.7% | +1.8% | +50.9% | +51.1% |
| All | +52.7% | +3.8% | +48.9% | +51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling