-9.0%
CHYM vs FN
+66.6%
-75.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.1% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +30.2% | -22.0% | +52.2% | +33.7% |
| 3M | +85.9% | -43.0% | +128.9% | +100.9% |
| 6M | +49.9% | -27.7% | +77.7% | +51.4% |
| YTD | +34.1% | -10.5% | +44.6% | +24.0% |
| 1Y | +37.0% | +12.5% | +24.5% | +17.8% |
| All | -9.0% | +66.6% | -75.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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