+36.5%
USB vs CHYM
+71.1%
-34.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.2% |
| 7D | +2.4% | +3.7% | -1.3% | +1.9% |
| 30D | +6.6% | +5.6% | +1.0% | +5.8% |
| 3M | -4.1% | +19.7% | -23.8% | -6.6% |
| 6M | +12.5% | +35.3% | -22.8% | +7.6% |
| YTD | +17.6% | +18.7% | -1.0% | +13.3% |
| 1Y | +36.5% | +67.8% | -31.3% | +26.3% |
| All | +36.5% | +71.1% | -34.6% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling