Not sure what a dally is, but all for it should it be a good thing.
A chin strap, known in the American West as a stampede string, can be braided in 4 strands of (kangaroo) leather, & will ensure that you do not lose your hat to a gust of wind. Akubra has small eyelet hooks on the inside of their large brimmed hats to accommodate such a chin strap.
Some fellas, and gals too, like to keep their hats on their heads during rough activities, windy conditions, or when going through the brush. A chin strap really comes in handy for those that don't rivet their hats to their heads.
Seems to be a few ways to store the chin strap when not in use. A lot drape it down the back of their head. Some, like me, throw it up topside and it has been great staying like that the past couple of years.
Added a paperclip there to keep it up top instead of having the strap landing on my shoulders unexpectedly. Least with a paperclip it doesn't look bad. Would require the thin paracord or a leather thong otherwise, none of which I had on hand. Would rather have an easily removable option to use the strap when needed, so made a strap keeper out of a paperclip.