-6.9%
CHYM vs RMBS
+44.9%
-51.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.9% | +6.1% | +6.8% |
| 7D | +3.4% | +3.5% | 0.0% | +2.7% |
| 30D | +12.0% | -8.6% | +20.6% | +13.7% |
| 3M | +102.4% | -40.3% | +142.7% | +122.8% |
| 6M | +52.7% | -1.0% | +53.7% | +39.6% |
| YTD | +37.3% | -4.6% | +41.9% | +26.4% |
| 1Y | +42.2% | +17.6% | +24.6% | +25.1% |
| All | -6.9% | +44.9% | -51.8% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling