-37.7%
HIMS vs YUM
+15.9%
-53.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +5.7% |
| 7D | -9.1% | +10.8% | -19.8% | -5.7% |
| 30D | -10.1% | +21.4% | -31.6% | -2.6% |
| 3M | -17.1% | +13.2% | -30.3% | -13.5% |
| 6M | -2.2% | +8.8% | -11.0% | +0.7% |
| YTD | -17.9% | +11.5% | -29.4% | -13.9% |
| 1Y | -37.7% | +13.4% | -51.1% | -34.4% |
| All | -37.7% | +15.9% | -53.6% | -34.4% |
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