+79.5%
DAL vs CHYM
-22.0%
+101.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.1% | +7.1% | -8.2% | -2.4% |
| 30D | +12.8% | +15.7% | -2.8% | +9.6% |
| 3M | -5.3% | +4.3% | -9.5% | -6.4% |
| 6M | +22.4% | +92.9% | -70.6% | +4.9% |
| YTD | +25.6% | +33.3% | -7.7% | +14.5% |
| 1Y | +45.5% | +74.8% | -29.3% | +24.8% |
| All | +79.5% | -22.0% | +101.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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