+32.9%
FAST vs CHYM
-22.0%
+54.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | +4.2% | +7.1% | -2.9% | +3.8% |
| 30D | +6.7% | +15.7% | -9.0% | +5.9% |
| 3M | +8.0% | +4.3% | +3.8% | +7.7% |
| 6M | +27.4% | +92.9% | -65.5% | +22.2% |
| YTD | +40.5% | +33.3% | +7.2% | +37.0% |
| 1Y | +38.4% | +74.8% | -36.5% | +32.3% |
| All | +32.9% | -22.0% | +54.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling