+67.8%
CHYM vs ULTA
+27.7%
+40.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.9% | +4.3% |
| 7D | +3.7% | +6.7% | -3.0% | +1.1% |
| 30D | +5.6% | +21.7% | -16.2% | -2.5% |
| 3M | +19.7% | +21.5% | -1.8% | +10.2% |
| 6M | +35.3% | +27.5% | +7.7% | +21.6% |
| YTD | +18.7% | +9.2% | +9.5% | +14.3% |
| 1Y | +67.8% | +27.9% | +39.9% | +49.8% |
| All | +67.8% | +27.7% | +40.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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