-9.0%
CHYM vs URI
+43.6%
-52.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +1.7% | -2.0% | +3.7% | +2.1% |
| 30D | +30.2% | -12.9% | +43.2% | +33.8% |
| 3M | +85.9% | -6.7% | +92.6% | +87.6% |
| 6M | +49.9% | +19.0% | +30.9% | +42.4% |
| YTD | +34.1% | +25.5% | +8.6% | +25.0% |
| 1Y | +37.0% | +5.5% | +31.5% | +31.7% |
| All | -9.0% | +43.6% | -52.7% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling