-58.5%
FIG vs CHYM
+42.5%
-101.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.5% |
| 7D | -3.8% | -2.3% | -1.6% | -3.3% |
| 30D | -2.3% | +4.4% | -6.7% | -4.1% |
| 3M | +20.0% | +91.3% | -71.3% | -9.8% |
| 6M | -16.7% | +44.0% | -60.6% | -30.2% |
| YTD | -37.9% | +31.1% | -69.0% | -46.4% |
| 1Y | -58.5% | +37.8% | -96.4% | -59.4% |
| All | -58.5% | +42.5% | -101.1% | -59.4% |
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