-25.0%
HD vs YUM
-2.1%
-22.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.7% |
| 7D | -3.8% | -6.1% | +2.2% | -1.7% |
| 30D | -9.4% | -5.8% | -3.6% | -7.5% |
| 3M | -4.6% | -7.6% | +3.0% | -2.1% |
| 6M | -10.1% | -9.1% | -0.9% | -7.0% |
| YTD | -8.3% | -5.5% | -2.8% | -6.8% |
| 1Y | -25.0% | -3.7% | -21.3% | -25.3% |
| All | -25.0% | -2.1% | -22.9% | -25.3% |
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