+33.7%
FAST vs CHYM
-23.2%
+56.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +5.0% | +9.4% | -4.4% | +4.5% |
| 30D | +8.6% | +10.5% | -1.9% | +8.0% |
| 3M | +6.9% | +4.5% | +2.4% | +6.6% |
| 6M | +29.6% | +82.5% | -52.9% | +24.7% |
| YTD | +41.4% | +31.2% | +10.2% | +38.0% |
| 1Y | +38.5% | +63.5% | -25.0% | +33.0% |
| All | +33.7% | -23.2% | +56.9% | +30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling