-12.0%
CHYM vs FBTC
-28.1%
+16.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.8% |
| 7D | -2.9% | -5.8% | +2.9% | -0.2% |
| 30D | +3.0% | +21.4% | -18.5% | -6.5% |
| 3M | +98.7% | +24.5% | +74.3% | +77.4% |
| 6M | +46.4% | +9.9% | +36.6% | +38.8% |
| YTD | +29.8% | -12.0% | +41.8% | +36.4% |
| 1Y | +40.5% | -32.3% | +72.8% | +72.1% |
| All | -12.0% | -28.1% | +16.1% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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