+55.7%
SNOW vs CHYM
-23.3%
+79.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -2.4% | -2.3% | -0.2% | -2.0% |
| 30D | -1.0% | +4.4% | -5.4% | -2.4% |
| 3M | +36.9% | +91.3% | -54.4% | +11.0% |
| 6M | +83.4% | +44.0% | +39.4% | +58.8% |
| YTD | +50.0% | +31.1% | +18.9% | +31.5% |
| 1Y | +46.5% | +37.8% | +8.7% | +27.2% |
| All | +55.7% | -23.3% | +79.0% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling