+7.1%
USAR vs CHYM
-23.3%
+30.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | -11.6% | -2.3% | -9.4% | -11.0% |
| 30D | -15.5% | +4.4% | -19.9% | -17.1% |
| 3M | -31.0% | +91.3% | -122.3% | -50.4% |
| 6M | -26.2% | +44.0% | -70.2% | -39.4% |
| YTD | +30.8% | +31.1% | -0.4% | +10.9% |
| 1Y | +7.1% | +37.8% | -30.8% | -16.0% |
| All | +7.1% | -23.3% | +30.3% | -14.8% |
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 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