-99.4%
DFNS vs CHYM
-24.0%
-75.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +7.0% | +5.2% |
| 7D | -3.3% | -2.9% | -0.4% | -2.2% |
| 30D | -73.1% | +3.0% | -76.1% | -74.0% |
| 3M | -71.4% | +98.7% | -170.1% | -80.9% |
| 6M | -93.8% | +46.4% | -140.3% | -95.5% |
| YTD | -98.0% | +29.8% | -127.8% | -98.5% |
| 1Y | -98.2% | +40.5% | -138.6% | -98.6% |
| All | -99.4% | -24.0% | -75.3% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling