+37.8%
CHYM vs RMBS
+11.7%
+26.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -2.3% | +1.8% | -4.0% | -2.6% |
| 30D | +4.4% | -13.9% | +18.3% | +7.3% |
| 3M | +91.3% | -39.8% | +131.1% | +110.3% |
| 6M | +44.0% | -6.0% | +50.0% | +32.0% |
| YTD | +31.1% | -5.4% | +36.5% | +19.2% |
| 1Y | +37.8% | -1.8% | +39.7% | +26.5% |
| All | +37.8% | +11.7% | +26.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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