-11.1%
CHYM vs SN
+80.2%
-91.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -2.3% | -7.3% | +5.0% | +0.1% |
| 30D | +4.4% | -13.6% | +18.0% | +9.5% |
| 3M | +91.3% | +18.6% | +72.7% | +78.6% |
| 6M | +44.0% | +46.0% | -2.0% | +24.6% |
| YTD | +31.1% | +43.7% | -12.6% | +13.2% |
| 1Y | +37.8% | +39.2% | -1.3% | +15.1% |
| All | -11.1% | +80.2% | -91.2% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling