-9.6%
CHYM vs ADVB
-86.8%
+77.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -23.6% | +25.1% | +0.7% |
| 7D | +7.1% | +27.8% | -20.7% | +8.5% |
| 30D | +15.7% | -50.8% | +66.5% | +13.1% |
| 3M | +4.3% | -70.5% | +74.8% | +0.1% |
| 6M | +92.9% | -46.7% | +139.7% | +92.1% |
| YTD | +33.3% | -56.7% | +90.0% | +33.3% |
| 1Y | +74.8% | -71.8% | +146.6% | +68.8% |
| All | -9.6% | -86.8% | +77.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling