+64.4%
QLD vs CHYM
-24.9%
+89.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.7% |
| 7D | +3.0% | +2.1% | +0.9% | +2.5% |
| 30D | -1.8% | +11.0% | -12.9% | -3.9% |
| 3M | -1.8% | +83.9% | -85.7% | -14.9% |
| 6M | +36.9% | +45.3% | -8.5% | +23.4% |
| YTD | +28.7% | +28.4% | +0.3% | +17.9% |
| 1Y | +41.9% | +32.2% | +9.7% | +27.6% |
| All | +64.4% | -24.9% | +89.2% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling