-2.3%
FERG vs CHYM
+38.9%
-41.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.3% |
| 30D | -10.2% | +30.2% | -40.4% | -13.8% |
| 3M | -0.6% | +85.9% | -86.5% | -10.2% |
| 6M | -6.5% | +49.9% | -56.4% | -13.1% |
| YTD | +4.2% | +34.1% | -30.0% | -2.2% |
| 1Y | -2.3% | +37.0% | -39.3% | -10.3% |
| All | -2.3% | +38.9% | -41.1% | -10.3% |
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