-11.1%
CHYM vs ADM
+86.1%
-97.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.3% | +2.5% | -4.7% | -1.8% |
| 30D | +4.4% | +9.5% | -5.0% | +6.6% |
| 3M | +91.3% | +10.6% | +80.7% | +95.5% |
| 6M | +44.0% | +24.0% | +20.0% | +51.5% |
| YTD | +31.1% | +54.0% | -22.8% | +41.2% |
| 1Y | +37.8% | +45.3% | -7.5% | +48.1% |
| All | -11.1% | +86.1% | -97.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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