+41.8%
UAL vs CHYM
-23.3%
+65.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.9% |
| 7D | -1.4% | -2.3% | +0.9% | -1.0% |
| 30D | -12.2% | +4.4% | -16.7% | -13.2% |
| 3M | -2.5% | +91.3% | -93.8% | -19.0% |
| 6M | +21.1% | +44.0% | -22.9% | +7.0% |
| YTD | -1.8% | +31.1% | -32.9% | -12.3% |
| 1Y | +0.4% | +37.8% | -37.4% | -14.0% |
| All | +41.8% | -23.3% | +65.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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