-12.0%
CHYM vs UPST
-55.9%
+44.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -4.2% |
| 7D | -2.9% | -12.0% | +9.1% | +2.3% |
| 30D | +3.0% | -16.0% | +19.0% | +10.4% |
| 3M | +98.7% | -17.2% | +115.9% | +113.4% |
| 6M | +46.4% | -10.9% | +57.3% | +50.7% |
| YTD | +29.8% | -42.6% | +72.4% | +54.6% |
| 1Y | +40.5% | -59.8% | +100.2% | +77.0% |
| All | -12.0% | -55.9% | +44.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling