-12.0%
CHYM vs SN
+82.2%
-94.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.5% | -4.1% |
| 7D | -2.9% | -7.2% | +4.3% | -0.6% |
| 30D | +3.0% | -13.4% | +16.3% | +7.8% |
| 3M | +98.7% | +26.8% | +71.9% | +81.4% |
| 6M | +46.4% | +44.6% | +1.8% | +26.8% |
| YTD | +29.8% | +45.3% | -15.5% | +11.7% |
| 1Y | +40.5% | +40.1% | +0.3% | +16.9% |
| All | -12.0% | +82.2% | -94.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling