-12.9%
CHYM vs OUST
+92.6%
-105.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -4.9% |
| 7D | +2.1% | +12.7% | -10.7% | -0.6% |
| 30D | +11.0% | -13.6% | +24.6% | +13.8% |
| 3M | +83.9% | -8.3% | +92.2% | +77.9% |
| 6M | +45.3% | +85.0% | -39.6% | +12.1% |
| YTD | +28.4% | +73.2% | -44.9% | -0.7% |
| 1Y | +32.2% | +32.5% | -0.3% | +7.9% |
| All | -12.9% | +92.6% | -105.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling