+124.3%
HAL vs YUM
+4,229.6%
-4,105.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.5% | -1.7% | +2.1% | +1.1% |
| 30D | +15.9% | -0.8% | +16.8% | +15.9% |
| 3M | -8.7% | +1.5% | -10.2% | -10.0% |
| 6M | +9.0% | -6.1% | +15.1% | +10.5% |
| YTD | +32.0% | -0.2% | +32.2% | +30.3% |
| 1Y | +72.5% | +2.5% | +70.0% | +67.7% |
| 3Y | -4.5% | +24.6% | -29.1% | -16.0% |
| 5Y | +109.7% | +25.7% | +84.0% | +82.5% |
| 10Y | +1.2% | +179.7% | -178.5% | -34.1% |
| All | +124.3% | +4,229.6% | -4,105.3% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling