-11.1%
CHYM vs FHN
+29.3%
-40.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -2.3% | -1.2% | -1.0% | -1.4% |
| 30D | +4.4% | -4.8% | +9.2% | +8.0% |
| 3M | +91.3% | -0.7% | +92.0% | +89.4% |
| 6M | +44.0% | +10.6% | +33.4% | +30.1% |
| YTD | +31.1% | +4.6% | +26.5% | +24.4% |
| 1Y | +37.8% | +11.4% | +26.5% | +23.7% |
| All | -11.1% | +29.3% | -40.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling