+2.5%
DOW vs CHYM
-23.3%
+25.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -1.4% | -2.3% | +0.9% | -1.3% |
| 30D | -3.9% | +4.4% | -8.4% | -4.1% |
| 3M | -12.7% | +91.3% | -104.0% | -14.3% |
| 6M | -13.7% | +44.0% | -57.7% | -13.9% |
| YTD | +28.4% | +31.1% | -2.7% | +28.7% |
| 1Y | +21.8% | +37.8% | -16.1% | +18.6% |
| All | +2.5% | -23.3% | +25.8% | -1.0% |
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