-11.1%
CHYM vs FHN
+28.4%
-39.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.9% |
| 7D | -2.3% | -1.9% | -0.4% | -0.9% |
| 30D | +4.4% | -5.4% | +9.9% | +8.5% |
| 3M | +91.3% | -1.4% | +92.7% | +90.3% |
| 6M | +44.0% | +9.9% | +34.1% | +30.7% |
| YTD | +31.1% | +3.9% | +27.2% | +25.0% |
| 1Y | +37.8% | +10.6% | +27.2% | +24.3% |
| All | -11.1% | +28.4% | -39.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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