-11.1%
CHYM vs RMBS
+43.8%
-54.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +110.1% |
| 6M | +44.0% | -6.0% | +50.0% | +33.7% |
| YTD | +31.1% | -5.4% | +36.5% | +20.9% |
| 1Y | +37.8% | -1.8% | +39.7% | +26.5% |
| All | -11.1% | +43.8% | -54.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling