-12.9%
CHYM vs FGI
+122.1%
-135.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.4% |
| 7D | +2.1% | +5.2% | -3.1% | +1.9% |
| 30D | +11.0% | +65.2% | -54.2% | +6.8% |
| 3M | +83.9% | +30.2% | +53.7% | +78.2% |
| 6M | +45.3% | +87.8% | -42.5% | +35.0% |
| YTD | +28.4% | +32.5% | -4.1% | +21.5% |
| 1Y | +32.2% | +93.6% | -61.4% | +22.0% |
| All | -12.9% | +122.1% | -135.0% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling