+37.0%
CHYM vs FIS
-37.2%
+74.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.0% |
| 30D | +30.2% | -2.2% | +32.5% | +31.9% |
| 3M | +85.9% | +2.1% | +83.8% | +79.3% |
| 6M | +49.9% | -14.7% | +64.6% | +70.2% |
| YTD | +34.1% | -35.7% | +69.8% | +95.0% |
| 1Y | +37.0% | -37.1% | +74.1% | +103.1% |
| All | +37.0% | -37.2% | +74.2% | +103.1% |
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