+4.4%
FAST vs CHYM
+34.7%
-30.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.7% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -6.4% | +3.0% | -9.4% | -6.6% |
| 3M | +7.1% | +98.7% | -91.7% | +2.4% |
| 6M | +7.0% | +46.4% | -39.4% | +4.1% |
| YTD | +24.1% | +29.8% | -5.7% | +21.1% |
| 1Y | +4.4% | +40.5% | -36.1% | -2.1% |
| All | +4.4% | +34.7% | -30.3% | -2.1% |
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