+180.0%
HIMS vs YUM
+44.9%
+135.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | -1.4% | -5.2% | +3.8% | -0.5% |
| 30D | -10.1% | -0.1% | -10.0% | -10.2% |
| 3M | -1.2% | -4.3% | +3.1% | -0.9% |
| 6M | +16.9% | -8.7% | +25.6% | +18.1% |
| YTD | -15.5% | -3.5% | -12.0% | -16.0% |
| 1Y | -42.6% | +0.5% | -43.0% | -43.7% |
| 3Y | +320.2% | +20.5% | +299.7% | +289.6% |
| 5Y | +215.0% | +21.8% | +193.2% | +187.5% |
| All | +180.0% | +44.9% | +135.1% | +148.8% |
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