+68.8%
CHYM vs FRMI
-79.6%
+148.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | -0.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | +30.2% | -17.3% | +47.5% | +32.0% |
| 3M | +85.9% | -17.2% | +103.1% | +86.3% |
| 6M | +49.9% | -43.4% | +93.3% | +53.5% |
| YTD | +34.1% | -36.0% | +70.1% | +34.1% |
| All | +68.8% | -79.6% | +148.4% | +73.4% |
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