-12.1%
HD vs CHYM
-23.3%
+11.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -3.8% | -2.3% | -1.6% | -3.7% |
| 30D | -9.4% | +4.4% | -13.9% | -9.7% |
| 3M | -4.6% | +91.3% | -95.9% | -8.3% |
| 6M | -10.1% | +44.0% | -54.1% | -13.0% |
| YTD | -8.3% | +31.1% | -39.4% | -11.2% |
| 1Y | -25.0% | +37.8% | -62.9% | -27.2% |
| All | -12.1% | -23.3% | +11.2% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling