-6.9%
CHYM vs SAN
+84.6%
-91.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.2% | +8.1% | +7.5% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | +12.0% | -0.1% | +12.1% | +12.0% |
| 3M | +102.4% | +19.6% | +82.8% | +84.6% |
| 6M | +52.7% | +32.7% | +20.0% | +32.8% |
| YTD | +37.3% | +26.7% | +10.6% | +22.1% |
| 1Y | +42.2% | +51.6% | -9.5% | +18.9% |
| All | -6.9% | +84.6% | -91.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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