-2.2%
DASH vs CHYM
-21.5%
+19.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.7% |
| 7D | -10.6% | +1.7% | -12.3% | -11.0% |
| 30D | +2.2% | +30.2% | -28.1% | -6.3% |
| 3M | +32.3% | +85.9% | -53.6% | +8.3% |
| 6M | +19.1% | +49.9% | -30.8% | +2.7% |
| YTD | -6.5% | +34.1% | -40.6% | -18.6% |
| 1Y | -14.9% | +37.0% | -51.9% | -27.6% |
| All | -2.2% | -21.5% | +19.2% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling