+23.1%
UNH vs CHYM
-23.3%
+46.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | -4.5% | -2.3% | -2.3% | -4.5% |
| 30D | -6.5% | +4.4% | -11.0% | -6.8% |
| 3M | -6.0% | +91.3% | -97.3% | -10.1% |
| 6M | +33.7% | +44.0% | -10.3% | +29.6% |
| YTD | +16.4% | +31.1% | -14.7% | +13.5% |
| 1Y | +10.1% | +37.8% | -27.8% | +6.0% |
| All | +23.1% | -23.3% | +46.3% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling