-12.9%
CHYM vs FICO
-48.7%
+35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.1% | -15.4% | +17.5% | +4.9% |
| 30D | +11.0% | -10.4% | +21.4% | +12.8% |
| 3M | +83.9% | -22.7% | +106.6% | +90.0% |
| 6M | +45.3% | -36.8% | +82.1% | +59.0% |
| YTD | +28.4% | -44.8% | +73.2% | +44.7% |
| 1Y | +32.2% | -39.3% | +71.5% | +43.3% |
| All | -12.9% | -48.7% | +35.8% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling