-12.9%
CHYM vs SNAP
-35.9%
+23.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | +2.1% | +1.5% | +0.6% | +1.5% |
| 30D | +11.0% | +1.9% | +9.2% | +9.8% |
| 3M | +83.9% | -3.9% | +87.8% | +83.1% |
| 6M | +45.3% | +5.2% | +40.1% | +38.5% |
| YTD | +28.4% | -32.7% | +61.1% | +37.7% |
| 1Y | +32.2% | -24.8% | +57.0% | +40.7% |
| All | -12.9% | -35.9% | +23.0% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling