+0.8%
FAST vs CHYM
+38.9%
-38.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.4% | +1.7% | -2.0% | -0.5% |
| 30D | -0.8% | +30.2% | -31.0% | -2.5% |
| 3M | +5.8% | +85.9% | -80.2% | +1.5% |
| 6M | +8.0% | +49.9% | -41.9% | +4.9% |
| YTD | +25.6% | +34.1% | -8.5% | +22.3% |
| 1Y | +0.8% | +37.0% | -36.2% | -6.1% |
| All | +0.8% | +38.9% | -38.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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