-12.0%
CHYM vs ADVB
-53.9%
+41.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.1% | -9.6% | -5.3% |
| 7D | -2.9% | -5.9% | +2.9% | -3.1% |
| 30D | +3.0% | +13.9% | -10.9% | +3.6% |
| 3M | +98.7% | +127.3% | -28.6% | +108.1% |
| 6M | +46.4% | +77.0% | -30.6% | +52.8% |
| YTD | +29.8% | +51.5% | -21.7% | +35.6% |
| 1Y | +40.5% | -11.3% | +51.8% | +41.9% |
| All | -12.0% | -53.9% | +41.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling