-17.7%
DASH vs CHYM
-23.1%
+5.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -10.2% | +10.7% | -21.0% | -13.0% |
| 30D | -8.2% | +8.6% | -16.9% | -10.4% |
| 3M | -15.9% | +4.3% | -20.2% | -17.4% |
| 6M | +13.3% | +81.5% | -68.2% | -7.1% |
| YTD | -21.3% | +31.4% | -52.7% | -31.4% |
| 1Y | -11.1% | +62.2% | -73.4% | -26.0% |
| All | -17.7% | -23.1% | +5.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling