-12.0%
CHYM vs USFD
+26.7%
-38.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | -2.9% | -8.0% | +5.1% | -1.4% |
| 30D | +3.0% | -13.1% | +16.0% | +6.0% |
| 3M | +98.7% | +6.5% | +92.2% | +96.7% |
| 6M | +46.4% | +5.7% | +40.7% | +46.2% |
| YTD | +29.8% | +27.5% | +2.3% | +16.9% |
| 1Y | +40.5% | +23.4% | +17.0% | +25.7% |
| All | -12.0% | +26.7% | -38.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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