+17.4%
USAR vs CHYM
-19.7%
+37.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.9% | -10.3% | -6.3% |
| 7D | -4.4% | +3.4% | -7.8% | -6.0% |
| 30D | -10.4% | +12.0% | -22.4% | -14.8% |
| 3M | -18.4% | +102.4% | -120.8% | -42.6% |
| 6M | -8.8% | +52.7% | -61.5% | -26.9% |
| YTD | +43.4% | +37.3% | +6.1% | +19.2% |
| 1Y | +21.0% | +42.2% | -21.2% | -7.0% |
| All | +17.4% | -19.7% | +37.1% | -8.4% |
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 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