+67.8%
CHYM vs FIS
-50.5%
+118.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -23.7% | +29.6% | +13.7% |
| 7D | +3.7% | -18.4% | +22.1% | +6.7% |
| 30D | +5.6% | -11.4% | +17.0% | +2.7% |
| 3M | +19.7% | -32.0% | +51.7% | +38.1% |
| 6M | +35.3% | -35.6% | +70.9% | +63.4% |
| YTD | +18.7% | -53.8% | +72.5% | +105.2% |
| 1Y | +67.8% | -51.1% | +118.9% | +176.9% |
| All | +67.8% | -50.5% | +118.3% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling