+37.8%
CHYM vs SNAP
-19.8%
+57.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.1% |
| 7D | -2.3% | +3.8% | -6.1% | -3.8% |
| 30D | +4.4% | +9.2% | -4.8% | +0.2% |
| 3M | +91.3% | +6.6% | +84.7% | +82.0% |
| 6M | +44.0% | +16.9% | +27.1% | +29.6% |
| YTD | +31.1% | -29.6% | +60.7% | +44.4% |
| 1Y | +37.8% | -22.1% | +59.9% | +48.9% |
| All | +37.8% | -19.8% | +57.6% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling