-98.3%
DFNS vs CHYM
+38.9%
-137.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -16.0% | +1.7% | -17.7% | -17.2% |
| 30D | -77.7% | +30.2% | -107.9% | -82.7% |
| 3M | -77.2% | +85.9% | -163.1% | -85.7% |
| 6M | -95.2% | +49.9% | -145.1% | -96.7% |
| YTD | -98.0% | +34.1% | -132.1% | -98.6% |
| 1Y | -98.3% | +37.0% | -135.3% | -98.8% |
| All | -98.3% | +38.9% | -137.1% | -98.8% |
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