-6.9%
CHYM vs UPST
-54.5%
+47.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -4.0% | +11.0% | +8.6% |
| 7D | +3.4% | -8.1% | +11.5% | +7.0% |
| 30D | +12.0% | -14.3% | +26.3% | +19.0% |
| 3M | +102.4% | -16.6% | +119.0% | +116.6% |
| 6M | +52.7% | -7.3% | +59.9% | +54.5% |
| YTD | +37.3% | -40.8% | +78.1% | +61.4% |
| 1Y | +42.2% | -62.4% | +104.6% | +79.1% |
| All | -6.9% | -54.5% | +47.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling