-8.3%
DIS vs CHYM
+41.1%
-49.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +2.4% |
| 7D | -1.3% | -2.9% | +1.7% | -0.9% |
| 30D | +2.2% | +3.0% | -0.8% | +1.6% |
| 3M | +8.1% | +98.7% | -90.6% | -3.3% |
| 6M | +5.2% | +46.4% | -41.2% | -2.2% |
| YTD | -6.3% | +29.8% | -36.1% | -12.2% |
| All | -8.3% | +41.1% | -49.4% | -16.9% |
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 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