-55.8%
FIG vs CHYM
+38.9%
-94.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -16.3% | +1.7% | -18.0% | -16.9% |
| 30D | -14.3% | +30.2% | -44.6% | -23.5% |
| 3M | +7.2% | +85.9% | -78.8% | -18.6% |
| 6M | -18.6% | +49.9% | -68.5% | -33.0% |
| YTD | -35.5% | +34.1% | -69.6% | -44.7% |
| 1Y | -55.8% | +37.0% | -92.8% | -57.3% |
| All | -55.8% | +38.9% | -94.7% | -57.3% |
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