+7.9%
UPS vs CHYM
-23.3%
+31.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -2.0% | +4.4% | -6.4% | -2.1% |
| 3M | -6.2% | +91.3% | -97.5% | -9.6% |
| 6M | +2.8% | +44.0% | -41.2% | -0.1% |
| YTD | +5.9% | +31.1% | -25.2% | +3.0% |
| 1Y | +26.2% | +37.8% | -11.6% | +22.2% |
| All | +7.9% | -23.3% | +31.1% | +4.4% |
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