+9.5%
SNOW vs CHYM
+71.1%
-61.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -3.2% |
| 7D | -14.5% | +3.7% | -18.2% | -15.5% |
| 30D | -14.3% | +5.6% | -19.9% | -15.6% |
| 3M | -8.3% | +19.7% | -28.0% | -15.4% |
| 6M | +101.5% | +35.3% | +66.2% | +73.3% |
| YTD | +32.5% | +18.7% | +13.8% | +15.1% |
| 1Y | +9.5% | +67.8% | -58.3% | -8.1% |
| All | +9.5% | +71.1% | -61.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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