+180.7%
HIMS vs YUM
+41.9%
+138.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -0.7% | -6.1% | +5.3% | +0.3% |
| 30D | -8.2% | -5.8% | -2.4% | -7.4% |
| 3M | -4.7% | -7.6% | +2.9% | -3.8% |
| 6M | +6.3% | -9.1% | +15.4% | +7.4% |
| YTD | -15.3% | -5.5% | -9.8% | -15.5% |
| 1Y | -46.9% | -3.7% | -43.1% | -47.4% |
| 3Y | +321.3% | +17.8% | +303.5% | +292.1% |
| 5Y | +215.8% | +19.3% | +196.6% | +189.2% |
| All | +180.7% | +41.9% | +138.8% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling