+63.5%
CHYM vs OUST
+46.4%
+17.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | +0.7% |
| 7D | +9.4% | +19.9% | -10.5% | +5.5% |
| 30D | +10.5% | +3.6% | +6.9% | +8.8% |
| 3M | +4.5% | -20.6% | +25.2% | +7.3% |
| 6M | +82.5% | +35.1% | +47.4% | +46.7% |
| YTD | +31.2% | +69.1% | -37.9% | -9.5% |
| 1Y | +63.5% | +49.9% | +13.6% | +19.8% |
| All | +63.5% | +46.4% | +17.1% | +19.8% |
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