-9.0%
CHYM vs OUST
+87.1%
-96.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | 0.0% |
| 7D | +1.7% | +5.2% | -3.5% | +0.6% |
| 30D | +30.2% | -19.3% | +49.5% | +35.6% |
| 3M | +85.9% | -22.6% | +108.5% | +87.0% |
| 6M | +49.9% | +62.8% | -12.9% | +19.4% |
| YTD | +34.1% | +68.3% | -34.2% | +4.5% |
| 1Y | +37.0% | +28.5% | +8.5% | +12.6% |
| All | -9.0% | +87.1% | -96.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling