+67.8%
CHYM vs OUST
+11.1%
+56.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +15.7% | -9.8% | +2.8% |
| 7D | +3.7% | -0.2% | +3.9% | +3.5% |
| 30D | +5.6% | -24.0% | +29.6% | +10.6% |
| 3M | +19.7% | -29.9% | +49.6% | +26.5% |
| 6M | +35.3% | +19.1% | +16.1% | +12.4% |
| YTD | +18.7% | +55.0% | -36.3% | -16.8% |
| 1Y | +67.8% | +21.2% | +46.6% | +33.9% |
| All | +67.8% | +11.1% | +56.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling