+238.3%
FIX vs CHYM
-23.3%
+261.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | +5.0% | -2.3% | +7.2% | +5.2% |
| 30D | -2.7% | +4.4% | -7.1% | -3.4% |
| 3M | -8.2% | +91.3% | -99.5% | -17.2% |
| 6M | +20.3% | +44.0% | -23.7% | +12.8% |
| YTD | +81.4% | +31.1% | +50.3% | +71.3% |
| 1Y | +121.5% | +37.8% | +83.7% | +101.5% |
| All | +238.3% | -23.3% | +261.5% | +206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling