-12.9%
CHYM vs FDS
-30.1%
+17.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.3% | 0.0% | -2.9% |
| 7D | +2.1% | -5.4% | +7.4% | +3.9% |
| 30D | +11.0% | +1.6% | +9.4% | +10.4% |
| 3M | +83.9% | +17.7% | +66.2% | +70.7% |
| 6M | +45.3% | +29.1% | +16.3% | +29.1% |
| YTD | +28.4% | +1.0% | +27.4% | +22.5% |
| 1Y | +32.2% | -21.6% | +53.8% | +31.2% |
| All | -12.9% | -30.1% | +17.1% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling