+9.7%
FPS vs CHYM
+53.6%
-43.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.8% |
| 7D | +1.5% | -2.3% | +3.8% | +1.9% |
| 30D | -16.9% | +4.4% | -21.3% | -17.6% |
| 3M | -45.3% | +91.3% | -136.6% | -54.6% |
| 6M | -10.3% | +44.0% | -54.3% | -21.0% |
| All | +9.7% | +53.6% | -43.8% | -4.3% |
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 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