-18.7%
HON vs YUM
-10.4%
-8.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -3.5% | -6.1% | +2.6% | -2.7% |
| 30D | -13.8% | -5.8% | -7.9% | -13.1% |
| 3M | -11.7% | -7.6% | -4.1% | -11.1% |
| 6M | -18.7% | -9.1% | -9.6% | -17.5% |
| All | -18.7% | -10.4% | -8.3% | -17.5% |
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