+11.4%
FPS vs CHYM
+50.3%
-38.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +3.9% |
| 7D | +10.4% | +2.1% | +8.3% | +9.8% |
| 30D | -16.5% | +11.0% | -27.6% | -18.4% |
| 3M | -45.5% | +83.9% | -129.4% | -54.3% |
| 6M | +2.1% | +45.3% | -43.3% | -9.9% |
| All | +11.4% | +50.3% | -38.9% | -2.5% |
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