-11.1%
CHYM vs UMAC
+180.6%
-191.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | -2.3% | -3.4% | +1.2% | -2.1% |
| 30D | +4.4% | -15.1% | +19.5% | +5.4% |
| 3M | +91.3% | -10.8% | +102.1% | +89.5% |
| 6M | +44.0% | +15.7% | +28.3% | +32.1% |
| YTD | +31.1% | +80.1% | -49.0% | +10.2% |
| 1Y | +37.8% | +116.7% | -78.9% | +10.5% |
| All | -11.1% | +180.6% | -191.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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