+155.3%
HBAN vs YUM
+171.3%
-16.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.9% |
| 7D | -1.0% | -6.1% | +5.1% | +2.2% |
| 30D | -5.6% | -5.8% | +0.2% | -2.9% |
| 3M | -1.1% | -7.6% | +6.5% | +2.2% |
| 6M | +9.9% | -9.1% | +19.0% | +14.3% |
| YTD | -0.9% | -5.5% | +4.6% | +0.4% |
| 1Y | -1.4% | -3.7% | +2.3% | -1.5% |
| 3Y | +78.2% | +17.8% | +60.4% | +54.4% |
| 5Y | +37.0% | +19.3% | +17.8% | +16.3% |
| All | +155.3% | +171.3% | -16.0% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling