+408.7%
DELL vs CHYM
-23.3%
+432.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.9% |
| 7D | +8.2% | -2.3% | +10.5% | +8.5% |
| 30D | +17.1% | +4.4% | +12.7% | +16.7% |
| 3M | +45.2% | +91.3% | -46.1% | +34.3% |
| 6M | +286.8% | +44.0% | +242.8% | +267.0% |
| YTD | +354.8% | +31.1% | +323.7% | +331.0% |
| 1Y | +358.3% | +37.8% | +320.4% | +331.0% |
| All | +408.7% | -23.3% | +432.0% | +387.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling