-11.1%
CHYM vs USHY
+7.1%
-18.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.8% |
| 7D | -2.3% | -0.7% | -1.6% | +2.3% |
| 30D | +4.4% | -0.7% | +5.1% | +9.5% |
| 3M | +91.3% | +0.1% | +91.3% | +90.9% |
| 6M | +44.0% | +1.8% | +42.2% | +30.7% |
| YTD | +31.1% | +1.8% | +29.3% | +19.3% |
| 1Y | +37.8% | +3.3% | +34.6% | +14.4% |
| All | -11.1% | +7.1% | -18.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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