-12.9%
CHYM vs JD
-14.6%
+1.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.6% |
| 7D | +2.1% | -0.8% | +2.8% | +2.3% |
| 30D | +11.0% | -16.0% | +27.1% | +17.3% |
| 3M | +83.9% | -3.2% | +87.1% | +84.9% |
| 6M | +45.3% | +6.1% | +39.3% | +39.1% |
| YTD | +28.4% | -0.1% | +28.5% | +27.0% |
| 1Y | +32.2% | -12.7% | +44.9% | +36.6% |
| All | -12.9% | -14.6% | +1.7% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling