-11.1%
CHYM vs SNAP
-32.9%
+21.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.1% |
| 7D | -2.3% | +3.8% | -6.1% | -3.6% |
| 30D | +4.4% | +9.2% | -4.8% | +0.8% |
| 3M | +91.3% | +6.6% | +84.7% | +83.4% |
| 6M | +44.0% | +16.9% | +27.1% | +32.0% |
| YTD | +31.1% | -29.6% | +60.7% | +38.3% |
| 1Y | +37.8% | -22.1% | +59.9% | +44.5% |
| All | -11.1% | -32.9% | +21.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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