-12.9%
CHYM vs FFIV
+33.3%
-46.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +2.1% | -1.5% | +3.6% | +2.9% |
| 30D | +11.0% | -2.7% | +13.7% | +12.3% |
| 3M | +83.9% | -1.7% | +85.6% | +84.8% |
| 6M | +45.3% | +36.1% | +9.2% | +20.0% |
| YTD | +28.4% | +52.6% | -24.3% | -1.2% |
| 1Y | +32.2% | +21.5% | +10.7% | +18.0% |
| All | -12.9% | +33.3% | -46.2% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling