+62.4%
DAL vs CHYM
-24.0%
+86.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.4% |
| 7D | -0.6% | -2.9% | +2.3% | -0.2% |
| 30D | -13.5% | +3.0% | -16.4% | -14.1% |
| 3M | +2.6% | +98.7% | -96.2% | -12.4% |
| 6M | +32.7% | +46.4% | -13.8% | +19.8% |
| YTD | +13.6% | +29.8% | -16.2% | +4.4% |
| 1Y | +28.8% | +40.5% | -11.6% | +13.3% |
| All | +62.4% | -24.0% | +86.4% | +49.1% |
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