-11.1%
CHYM vs SSNC
+1.1%
-12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.5% |
| 7D | -2.3% | -4.0% | +1.8% | +1.3% |
| 30D | +4.4% | +0.5% | +3.9% | +4.0% |
| 3M | +91.3% | +18.9% | +72.4% | +63.0% |
| 6M | +44.0% | +10.8% | +33.1% | +33.1% |
| YTD | +31.1% | -7.1% | +38.3% | +47.2% |
| 1Y | +37.8% | -9.6% | +47.5% | +58.5% |
| All | -11.1% | +1.1% | -12.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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