+44.0%
QLD vs CHYM
-22.0%
+66.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.0% | -2.8% |
| 7D | +7.0% | +7.1% | -0.1% | +5.6% |
| 30D | -14.3% | +15.7% | -30.0% | -16.7% |
| 3M | -16.0% | +4.3% | -20.3% | -17.0% |
| 6M | -14.2% | +92.9% | -107.2% | -26.6% |
| YTD | +12.8% | +33.3% | -20.5% | +2.2% |
| 1Y | +14.1% | +74.8% | -60.8% | -1.9% |
| All | +44.0% | -22.0% | +66.0% | +34.4% |
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