+354.3%
DELL vs CHYM
-24.0%
+378.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.4% | +0.1% | -4.8% |
| 7D | -1.9% | -2.9% | +1.0% | -1.6% |
| 30D | +14.9% | +3.0% | +11.9% | +14.7% |
| 3M | +37.2% | +98.7% | -61.5% | +26.2% |
| 6M | +254.0% | +46.4% | +207.5% | +235.5% |
| YTD | +306.1% | +29.8% | +276.3% | +285.3% |
| 1Y | +312.3% | +40.5% | +271.8% | +287.5% |
| All | +354.3% | -24.0% | +378.3% | +336.1% |
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 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