+563.1%
HPE vs YUM
+171.3%
+391.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.1% | +14.5% | +13.4% |
| 7D | +19.4% | -6.1% | +25.5% | +22.6% |
| 30D | +5.6% | -5.8% | +11.4% | +8.2% |
| 3M | +33.1% | -7.6% | +40.7% | +36.6% |
| 6M | +192.5% | -9.1% | +201.6% | +200.4% |
| YTD | +160.9% | -5.5% | +166.4% | +161.3% |
| 1Y | +155.0% | -3.7% | +158.7% | +150.7% |
| 3Y | +289.4% | +17.8% | +271.6% | +230.4% |
| 5Y | +395.7% | +19.3% | +376.4% | +312.8% |
| All | +563.1% | +171.3% | +391.8% | +250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling