-6.9%
CHYM vs USFD
+28.5%
-35.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -5.5% | +12.4% | +8.0% |
| 7D | +3.4% | -7.0% | +10.4% | +4.8% |
| 30D | +12.0% | -10.3% | +22.3% | +14.4% |
| 3M | +102.4% | +9.2% | +93.2% | +99.5% |
| 6M | +52.7% | +7.4% | +45.3% | +51.9% |
| YTD | +37.3% | +29.4% | +7.9% | +23.3% |
| 1Y | +42.2% | +24.8% | +17.3% | +26.9% |
| All | -6.9% | +28.5% | -35.4% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling