+48.6%
QLD vs CHYM
-23.1%
+71.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +4.3% |
| 7D | -1.2% | +10.7% | -11.9% | -3.1% |
| 30D | -15.7% | +8.6% | -24.3% | -17.1% |
| 3M | -10.0% | +4.3% | -14.3% | -11.1% |
| 6M | -11.2% | +81.5% | -92.7% | -23.1% |
| YTD | +16.4% | +31.4% | -15.1% | +5.7% |
| 1Y | +12.7% | +62.2% | -49.6% | -1.8% |
| All | +48.6% | -23.1% | +71.7% | +39.1% |
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