+1,754.0%
HCA vs YUM
+406.8%
+1,347.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | +5.4% | -6.1% | +11.5% | +8.7% |
| 30D | +3.0% | -5.8% | +8.8% | +5.9% |
| 3M | +13.0% | -7.6% | +20.6% | +17.1% |
| 6M | -20.3% | -9.1% | -11.1% | -16.9% |
| YTD | -8.2% | -5.5% | -2.7% | -6.5% |
| 1Y | +6.7% | -3.7% | +10.4% | +7.2% |
| 3Y | +60.4% | +17.8% | +42.6% | +42.0% |
| 5Y | +73.4% | +19.3% | +54.2% | +51.6% |
| 10Y | +506.9% | +170.7% | +336.2% | +260.3% |
| All | +1,754.0% | +406.8% | +1,347.2% | +667.6% |
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