+2.1%
HD vs YUM
+21.5%
-19.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -1.8% | -3.6% | +1.7% | -0.6% |
| 30D | -10.8% | +0.4% | -11.2% | -11.1% |
| 3M | -2.7% | -3.8% | +1.1% | -1.7% |
| 6M | -10.3% | -8.3% | -2.0% | -7.7% |
| YTD | -7.8% | -2.6% | -5.2% | -7.3% |
| 1Y | -23.1% | +1.5% | -24.6% | -23.9% |
| All | +2.1% | +21.5% | -19.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling