+3,071.1%
HD vs YUM
+4,264.4%
-1,193.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -2.1% | -2.0% | 0.0% | -1.2% |
| 30D | -8.4% | -1.1% | -7.3% | -8.2% |
| 3M | +4.3% | +1.8% | +2.6% | +3.1% |
| 6M | -11.1% | -4.7% | -6.4% | -9.7% |
| YTD | -4.7% | +0.6% | -5.2% | -5.5% |
| 1Y | -19.8% | +6.4% | -26.2% | -22.6% |
| 3Y | +4.1% | +22.6% | -18.5% | -6.5% |
| 5Y | +10.3% | +26.0% | -15.6% | -2.4% |
| 10Y | +203.2% | +174.6% | +28.5% | +91.2% |
| All | +3,071.1% | +4,264.4% | -1,193.3% | +577.9% |
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 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