+2.8%
FSLR vs CHYM
+42.5%
-39.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +2.2% | -2.3% | +4.5% | +2.4% |
| 30D | -7.8% | +4.4% | -12.3% | -8.6% |
| 3M | -22.9% | +91.3% | -114.2% | -31.4% |
| 6M | +4.4% | +44.0% | -39.6% | -4.3% |
| YTD | -20.0% | +31.1% | -51.1% | -25.1% |
| 1Y | +2.8% | +37.8% | -35.0% | -4.1% |
| All | +2.8% | +42.5% | -39.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling