-79.9%
FIG vs CHYM
-2.3%
-77.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | +20.0% | +91.3% | -71.3% | -6.4% |
| 6M | -16.7% | +44.0% | -60.6% | -28.9% |
| YTD | -37.9% | +31.1% | -69.0% | -46.0% |
| 1Y | -58.5% | +37.8% | -96.4% | -65.0% |
| All | -79.9% | -2.3% | -77.6% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling