-11.1%
CHYM vs FGI
+144.4%
-155.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | -2.3% | +12.1% | -14.4% | -2.6% |
| 30D | +4.4% | +75.7% | -71.3% | +0.3% |
| 3M | +91.3% | +31.7% | +59.6% | +85.5% |
| 6M | +44.0% | +111.5% | -67.5% | +33.4% |
| YTD | +31.1% | +45.8% | -14.7% | +23.7% |
| 1Y | +37.8% | +112.5% | -74.7% | +26.9% |
| All | -11.1% | +144.4% | -155.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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