-28.0%
DHR vs YUM
+19.0%
-47.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | -3.6% | -6.1% | +2.4% | -1.0% |
| 30D | -2.7% | -5.8% | +3.1% | -0.3% |
| 3M | +10.9% | -7.6% | +18.6% | +14.2% |
| 6M | +3.0% | -9.1% | +12.2% | +6.6% |
| YTD | -12.2% | -5.5% | -6.7% | -11.1% |
| 1Y | +3.3% | -3.7% | +7.0% | +3.2% |
| 3Y | -8.2% | +17.8% | -26.0% | -19.3% |
| All | -28.0% | +19.0% | -47.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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