-11.1%
CHYM vs FIS
-50.7%
+39.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | -2.3% | -7.9% | +5.6% | +2.4% |
| 30D | +4.4% | -8.0% | +12.4% | +9.2% |
| 3M | +91.3% | +0.6% | +90.7% | +85.4% |
| 6M | +44.0% | -22.2% | +66.2% | +68.0% |
| YTD | +31.1% | -40.8% | +71.9% | +77.3% |
| 1Y | +37.8% | -41.5% | +79.4% | +86.7% |
| All | -11.1% | -50.7% | +39.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling