+634.9%
HLT vs YUM
+244.2%
+390.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.1% |
| 7D | -1.6% | -6.1% | +4.5% | +1.7% |
| 30D | -5.0% | -5.8% | +0.8% | -2.2% |
| 3M | -10.4% | -7.6% | -2.8% | -7.1% |
| 6M | +3.2% | -9.1% | +12.4% | +7.8% |
| YTD | +6.7% | -5.5% | +12.3% | +8.9% |
| 1Y | +10.3% | -3.7% | +14.0% | +10.9% |
| 3Y | +99.3% | +17.8% | +81.5% | +75.7% |
| 5Y | +143.7% | +19.3% | +124.4% | +112.8% |
| 10Y | +584.7% | +170.7% | +414.0% | +305.0% |
| All | +634.9% | +244.2% | +390.7% | +288.6% |
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 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