+52.7%
CHYM vs UL
-3.6%
+56.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.6% | +7.2% |
| 7D | +3.4% | -3.2% | +6.6% | +4.1% |
| 30D | +12.0% | -0.6% | +12.6% | +12.1% |
| 3M | +102.4% | +9.4% | +93.0% | +97.3% |
| 6M | +52.7% | -4.1% | +56.8% | +36.7% |
| All | +52.7% | -3.6% | +56.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 6mo: compounded portfolio wealth divided by compounded UL 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…
6mo analysis · Full analysis span regression · 6 months rolling