-11.1%
CHYM vs FFIV
+40.8%
-51.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.8% |
| 7D | -2.3% | +5.4% | -7.7% | -4.9% |
| 30D | +4.4% | -2.7% | +7.1% | +5.8% |
| 3M | +91.3% | +4.5% | +86.8% | +86.2% |
| 6M | +44.0% | +42.2% | +1.8% | +16.3% |
| YTD | +31.1% | +61.3% | -30.2% | -1.9% |
| 1Y | +37.8% | +23.0% | +14.8% | +22.2% |
| All | -11.1% | +40.8% | -51.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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