-10.9%
ADP vs CHYM
-24.0%
+13.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.3% |
| 7D | -5.7% | -2.9% | -2.8% | -5.5% |
| 30D | -1.4% | +3.0% | -4.3% | -1.7% |
| 3M | +16.6% | +98.7% | -82.2% | +8.7% |
| 6M | +24.9% | +46.4% | -21.5% | +19.3% |
| YTD | +5.6% | +29.8% | -24.2% | +1.4% |
| 1Y | -6.0% | +40.5% | -46.5% | -10.5% |
| All | -10.9% | -24.0% | +13.2% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling