-11.1%
CHYM vs FRSH
-23.3%
+12.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.3% | -6.6% | +4.3% | +1.6% |
| 30D | +4.4% | +2.1% | +2.3% | +2.3% |
| 3M | +91.3% | +29.0% | +62.3% | +60.2% |
| 6M | +44.0% | +48.6% | -4.6% | +7.3% |
| YTD | +31.1% | -2.9% | +34.0% | +27.8% |
| 1Y | +37.8% | -7.9% | +45.7% | +36.6% |
| All | -11.1% | -23.3% | +12.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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