+67.8%
CHYM vs SN
+156.5%
-88.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +4.4% |
| 7D | +3.7% | +10.6% | -6.9% | -0.1% |
| 30D | +5.6% | +20.0% | -14.4% | -1.4% |
| 3M | +19.7% | +30.4% | -10.6% | +7.5% |
| 6M | +35.3% | +91.0% | -55.7% | +3.1% |
| YTD | +18.7% | +95.9% | -77.3% | -11.6% |
| 1Y | +67.8% | +158.9% | -91.1% | +13.7% |
| All | +67.8% | +156.5% | -88.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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