-33.9%
SOUN vs CHYM
-23.3%
-10.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -7.1% | -2.3% | -4.9% | -6.4% |
| 30D | -15.4% | +4.4% | -19.8% | -17.0% |
| 3M | -10.6% | +91.3% | -101.9% | -33.6% |
| 6M | -19.6% | +44.0% | -63.6% | -33.4% |
| YTD | -37.2% | +31.1% | -68.3% | -47.0% |
| 1Y | -57.1% | +37.8% | -94.9% | -65.3% |
| All | -33.9% | -23.3% | -10.6% | -47.9% |
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