+29.6%
UNP vs CHYM
-23.3%
+52.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.8% | -2.3% | +0.4% | -1.8% |
| 30D | -2.7% | +4.4% | -7.2% | -2.8% |
| 3M | +6.5% | +91.3% | -84.8% | +5.7% |
| 6M | +14.4% | +44.0% | -29.6% | +13.9% |
| YTD | +24.8% | +31.1% | -6.3% | +24.4% |
| 1Y | +34.4% | +37.8% | -3.4% | +33.4% |
| All | +29.6% | -23.3% | +52.8% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling