-6.9%
CHYM vs OUST
+86.1%
-93.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.3% | +10.3% | +7.6% |
| 7D | +3.4% | +4.0% | -0.6% | +2.4% |
| 30D | +12.0% | -14.0% | +26.0% | +14.9% |
| 3M | +102.4% | -5.9% | +108.3% | +94.2% |
| 6M | +52.7% | +76.4% | -23.7% | +19.0% |
| YTD | +37.3% | +67.5% | -30.2% | +6.9% |
| 1Y | +42.2% | +27.1% | +15.1% | +16.9% |
| All | -6.9% | +86.1% | -93.0% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling