+40.0%
HLT vs YUM
+9.8%
+30.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +3.6% | +7.5% | -3.9% | +0.7% |
| 30D | +14.6% | +18.8% | -4.2% | +7.6% |
| 3M | +13.9% | +9.6% | +4.4% | +9.9% |
| 6M | +18.3% | +9.0% | +9.3% | +13.9% |
| YTD | +28.9% | +11.4% | +17.5% | +21.1% |
| 1Y | +40.0% | +13.3% | +26.7% | +29.6% |
| All | +40.0% | +9.8% | +30.3% | +29.6% |
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