-11.1%
CHYM vs FE
+20.1%
-31.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.9% |
| 7D | -2.3% | -1.4% | -0.9% | -2.9% |
| 30D | +4.4% | -1.9% | +6.3% | +3.5% |
| 3M | +91.3% | -0.2% | +91.5% | +90.8% |
| 6M | +44.0% | -7.1% | +51.1% | +40.1% |
| YTD | +31.1% | +6.1% | +25.0% | +31.6% |
| 1Y | +37.8% | +10.1% | +27.8% | +40.4% |
| All | -11.1% | +20.1% | -31.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling