-4.6%
HD vs YUM
+15.9%
-20.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.6% | +3.7% |
| 7D | +11.9% | +10.8% | +1.2% | +6.9% |
| 30D | +26.4% | +21.4% | +5.0% | +16.7% |
| 3M | +2.8% | +13.2% | -10.4% | -2.8% |
| 6M | +15.5% | +8.8% | +6.7% | +10.6% |
| YTD | +5.5% | +11.5% | -6.0% | -1.4% |
| 1Y | -4.6% | +13.4% | -18.0% | -11.9% |
| All | -4.6% | +15.9% | -20.5% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling