+25.9%
HIMS vs YUM
-7.7%
+33.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -2.3% |
| 7D | -2.7% | -3.6% | +0.8% | -4.7% |
| 30D | -12.2% | +0.4% | -12.6% | -12.1% |
| 3M | -3.7% | -3.8% | +0.1% | -5.0% |
| 6M | +25.9% | -8.3% | +34.2% | +24.2% |
| All | +25.9% | -7.7% | +33.6% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling