-6.9%
CHYM vs FICO
-46.0%
+39.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.3% | +1.6% | +5.9% |
| 7D | +3.4% | -10.6% | +14.0% | +5.2% |
| 30D | +12.0% | -6.3% | +18.3% | +12.9% |
| 3M | +102.4% | -19.7% | +122.2% | +107.9% |
| 6M | +52.7% | -31.8% | +84.5% | +63.9% |
| YTD | +37.3% | -41.8% | +79.1% | +53.2% |
| 1Y | +42.2% | -36.4% | +78.6% | +52.8% |
| All | -6.9% | -46.0% | +39.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FICO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling