+59.8%
QLD vs CHYM
-24.0%
+83.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.1% |
| 7D | -2.6% | -2.9% | +0.3% | -2.1% |
| 30D | -3.3% | +3.0% | -6.2% | -3.9% |
| 3M | +1.8% | +98.7% | -96.9% | -13.2% |
| 6M | +29.7% | +46.4% | -16.7% | +16.7% |
| YTD | +25.1% | +29.8% | -4.7% | +14.3% |
| 1Y | +37.1% | +40.5% | -3.3% | +22.1% |
| All | +59.8% | -24.0% | +83.8% | +50.3% |
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