-12.3%
CHYM vs OUST
+96.3%
-108.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +15.4% | +31.9% | -16.5% | +8.8% |
| 30D | +8.2% | -4.2% | +12.4% | +8.1% |
| 3M | +5.5% | -9.3% | +14.8% | +5.2% |
| 6M | +76.6% | +51.7% | +24.9% | +42.7% |
| YTD | +29.3% | +76.6% | -47.3% | -2.0% |
| 1Y | +53.1% | +48.9% | +4.2% | +20.3% |
| All | -12.3% | +96.3% | -108.6% | -37.4% |
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