-6.9%
CHYM vs FHN
+29.0%
-35.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +12.0% | -2.6% | +14.6% | +13.8% |
| 3M | +102.4% | 0.0% | +102.4% | +99.1% |
| 6M | +52.7% | +9.2% | +43.4% | +39.2% |
| YTD | +37.3% | +4.3% | +32.9% | +30.6% |
| 1Y | +42.2% | +10.8% | +31.4% | +28.0% |
| All | -6.9% | +29.0% | -35.9% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling