+37.0%
CHYM vs FTI
+108.8%
-71.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.7% | +5.3% | -3.6% | +1.4% |
| 30D | +30.2% | +15.3% | +14.9% | +29.1% |
| 3M | +85.9% | +15.8% | +70.1% | +83.4% |
| 6M | +49.9% | +22.6% | +27.3% | +43.8% |
| YTD | +34.1% | +79.5% | -45.4% | +17.5% |
| 1Y | +37.0% | +102.0% | -65.0% | +11.7% |
| All | +37.0% | +108.8% | -71.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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