+36.5%
CHYM vs FIGR
+1.6%
+34.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -4.6% |
| 7D | -2.9% | +1.0% | -3.9% | -3.2% |
| 30D | +3.0% | +31.4% | -28.4% | -3.7% |
| 3M | +98.7% | +30.3% | +68.4% | +84.4% |
| 6M | +46.4% | -7.6% | +54.1% | +45.2% |
| YTD | +29.8% | -10.5% | +40.3% | +24.2% |
| All | +36.5% | +1.6% | +34.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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