-9.0%
CHYM vs FE
+21.8%
-30.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | 0.0% |
| 7D | +1.7% | +1.9% | -0.3% | +2.7% |
| 30D | +30.2% | -1.2% | +31.4% | +29.8% |
| 3M | +85.9% | +3.5% | +82.4% | +88.4% |
| 6M | +49.9% | -6.1% | +56.0% | +46.7% |
| YTD | +34.1% | +7.6% | +26.5% | +35.5% |
| 1Y | +37.0% | +11.9% | +25.1% | +40.4% |
| All | -9.0% | +21.8% | -30.8% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling