+80.4%
HBAN vs YUM
+4,000.0%
-3,919.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | -1.0% | -6.1% | +5.1% | +2.0% |
| 30D | -5.6% | -5.8% | +0.2% | -3.1% |
| 3M | -1.1% | -7.6% | +6.5% | +2.0% |
| 6M | +9.9% | -9.1% | +19.0% | +13.9% |
| YTD | -0.9% | -5.5% | +4.6% | +0.5% |
| 1Y | -1.4% | -3.7% | +2.3% | -1.3% |
| 3Y | +78.2% | +17.8% | +60.4% | +59.0% |
| 5Y | +37.0% | +19.3% | +17.8% | +20.8% |
| 10Y | +158.9% | +170.7% | -11.8% | +52.1% |
| All | +80.4% | +4,000.0% | -3,919.5% | -57.6% |
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