-11.1%
CHYM vs FDS
-37.1%
+26.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -2.3% | -14.0% | +11.7% | +2.7% |
| 30D | +4.4% | -6.2% | +10.7% | +6.5% |
| 3M | +91.3% | +10.2% | +81.1% | +81.4% |
| 6M | +44.0% | +27.4% | +16.5% | +27.0% |
| YTD | +31.1% | -9.3% | +40.4% | +29.5% |
| 1Y | +37.8% | -28.6% | +66.5% | +41.3% |
| All | -11.1% | -37.1% | +26.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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