-9.0%
CHYM vs ADVB
-51.4%
+42.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +1.7% | -3.8% | +5.4% | +1.6% |
| 30D | +30.2% | +17.6% | +12.7% | +31.1% |
| 3M | +85.9% | +119.1% | -33.2% | +94.4% |
| 6M | +49.9% | +103.4% | -53.5% | +57.4% |
| YTD | +34.1% | +59.8% | -25.7% | +40.3% |
| 1Y | +37.0% | +8.5% | +28.5% | +40.3% |
| All | -9.0% | -51.4% | +42.4% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling