-99.4%
DFNS vs CHYM
-23.3%
-76.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -3.2% |
| 7D | -6.3% | -2.3% | -4.1% | -5.7% |
| 30D | -74.0% | +4.4% | -78.4% | -75.0% |
| 3M | -70.1% | +91.3% | -161.5% | -79.8% |
| 6M | -93.9% | +44.0% | -137.9% | -95.5% |
| YTD | -98.1% | +31.1% | -129.2% | -98.6% |
| 1Y | -98.3% | +37.8% | -136.1% | -98.7% |
| All | -99.4% | -23.3% | -76.1% | -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 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