+45.3%
USB vs CHYM
-23.2%
+68.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.2% | +9.4% | -8.2% | +0.2% |
| 30D | +6.3% | +10.5% | -4.2% | +5.1% |
| 3M | -6.1% | +4.5% | -10.7% | -6.8% |
| 6M | +13.0% | +82.5% | -69.5% | +5.1% |
| YTD | +16.6% | +31.2% | -14.7% | +11.4% |
| 1Y | +31.1% | +63.5% | -32.4% | +22.9% |
| All | +45.3% | -23.2% | +68.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling