+2.2%
DIS vs CHYM
-22.0%
+24.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.4% |
| 7D | +1.9% | +7.1% | -5.2% | +0.9% |
| 30D | +9.2% | +15.7% | -6.5% | +6.9% |
| 3M | +13.5% | +4.3% | +9.3% | +12.4% |
| 6M | +14.3% | +92.9% | -78.6% | +3.1% |
| YTD | +5.4% | +33.3% | -27.9% | -1.3% |
| 1Y | +12.2% | +74.8% | -62.7% | +2.1% |
| All | +2.2% | -22.0% | +24.2% | -1.2% |
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