+0.7%
FPS vs CHYM
+52.0%
-51.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.3% | -4.8% |
| 7D | -4.6% | -2.9% | -1.7% | -4.1% |
| 30D | -22.6% | +3.0% | -25.5% | -23.1% |
| 3M | -45.1% | +98.7% | -143.8% | -55.1% |
| 6M | -17.8% | +46.4% | -64.3% | -27.6% |
| All | +0.7% | +52.0% | -51.3% | -12.0% |
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