+392.8%
HL vs YUM
+17.9%
+375.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -4.4% | -6.1% | +1.7% | -2.8% |
| 30D | +9.3% | -5.8% | +15.1% | +10.8% |
| 3M | +32.0% | -7.6% | +39.6% | +34.4% |
| 6M | -6.4% | -9.1% | +2.7% | -4.3% |
| YTD | +3.1% | -5.5% | +8.7% | +3.6% |
| 1Y | +77.6% | -3.7% | +81.3% | +76.9% |
| 3Y | +392.8% | +17.8% | +375.0% | +304.4% |
| All | +392.8% | +17.9% | +375.0% | +304.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling