+67.8%
CHYM vs FRMI
-93.1%
+160.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -10.6% | +16.5% | +7.0% |
| 7D | +3.7% | -39.7% | +43.5% | +9.2% |
| 30D | +5.6% | -55.2% | +60.8% | +14.4% |
| 3M | +19.7% | -71.2% | +90.9% | +35.5% |
| 6M | +35.3% | -64.1% | +99.4% | +44.7% |
| YTD | +18.7% | -77.2% | +95.9% | +30.4% |
| 1Y | +67.8% | -93.2% | +161.0% | +139.3% |
| All | +67.8% | -93.1% | +160.9% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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