+37.8%
CHYM vs FTI
+89.7%
-51.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.3% | -4.4% | +2.1% | -1.9% |
| 30D | +4.4% | +1.5% | +2.9% | +4.3% |
| 3M | +91.3% | +8.2% | +83.1% | +90.0% |
| 6M | +44.0% | +18.8% | +25.2% | +37.1% |
| YTD | +31.1% | +71.7% | -40.6% | +12.1% |
| 1Y | +37.8% | +90.0% | -52.2% | +5.6% |
| All | +37.8% | +89.7% | -51.8% | +5.6% |
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