-9.6%
CHYM vs FICO
-60.4%
+50.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +7.1% | +2.2% | +4.9% | +6.7% |
| 30D | +15.7% | +0.1% | +15.6% | +15.5% |
| 3M | +4.3% | -35.2% | +39.4% | +11.4% |
| 6M | +92.9% | -32.4% | +125.3% | +100.1% |
| YTD | +33.3% | -57.4% | +90.7% | +56.0% |
| 1Y | +74.8% | -58.5% | +133.4% | +105.9% |
| All | -9.6% | -60.4% | +50.8% | -0.5% |
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