+46.4%
CHYM vs FRMI
-33.0%
+79.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.2% |
| 7D | -2.9% | +10.9% | -13.8% | -4.2% |
| 30D | +3.0% | -24.3% | +27.3% | +5.7% |
| 3M | +98.7% | -21.8% | +120.5% | +100.7% |
| 6M | +46.4% | -33.0% | +79.5% | +46.2% |
| All | +46.4% | -33.0% | +79.4% | +46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling