+143.3%
DELL vs CHYM
+71.1%
+72.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.9% | -14.7% | -9.4% |
| 7D | -24.6% | +3.7% | -28.3% | -24.8% |
| 30D | -32.5% | +5.6% | -38.1% | -32.8% |
| 3M | -20.2% | +19.7% | -39.9% | -21.8% |
| 6M | +76.5% | +35.3% | +41.2% | +68.1% |
| YTD | +198.9% | +18.7% | +180.3% | +182.5% |
| 1Y | +143.3% | +67.8% | +75.5% | +110.4% |
| All | +143.3% | +71.1% | +72.3% | +110.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling