-12.9%
CHYM vs FIS
-49.6%
+36.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.9% | +1.6% | -0.8% |
| 7D | +2.1% | -3.5% | +5.5% | +4.3% |
| 30D | +11.0% | -7.8% | +18.9% | +16.3% |
| 3M | +83.9% | +0.8% | +83.1% | +78.8% |
| 6M | +45.3% | -21.9% | +67.2% | +70.2% |
| YTD | +28.4% | -39.5% | +67.9% | +71.8% |
| 1Y | +32.2% | -41.0% | +73.2% | +77.4% |
| All | -12.9% | -49.6% | +36.7% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling