-11.1%
CHYM vs URI
+40.7%
-51.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.3% | -2.1% | -0.2% | -1.8% |
| 30D | +4.4% | -12.4% | +16.8% | +7.3% |
| 3M | +91.3% | -7.3% | +98.6% | +93.3% |
| 6M | +44.0% | +27.2% | +16.8% | +32.7% |
| YTD | +31.1% | +23.0% | +8.2% | +22.8% |
| 1Y | +37.8% | +3.9% | +33.9% | +33.2% |
| All | -11.1% | +40.7% | -51.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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