-6.9%
ADP vs CHYM
+42.5%
-49.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -2.8% | -2.3% | -0.5% | -2.6% |
| 30D | +0.2% | +4.4% | -4.2% | -0.3% |
| 3M | +20.5% | +91.3% | -70.8% | +11.3% |
| 6M | +28.8% | +44.0% | -15.2% | +22.4% |
| YTD | +6.6% | +31.1% | -24.5% | +1.7% |
| 1Y | -6.9% | +37.8% | -44.7% | -12.6% |
| All | -6.9% | +42.5% | -49.4% | -12.6% |
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