+222.2%
FIX vs CHYM
-21.5%
+243.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +6.0% | +1.7% | +4.3% | +5.8% |
| 30D | -7.2% | +30.2% | -37.5% | -10.6% |
| 3M | -15.9% | +85.9% | -101.8% | -23.6% |
| 6M | +12.7% | +49.9% | -37.2% | +5.2% |
| YTD | +72.8% | +34.1% | +38.7% | +62.8% |
| 1Y | +122.9% | +37.0% | +85.9% | +102.4% |
| All | +222.2% | -21.5% | +243.6% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling