+192.5%
HPE vs YUM
-10.4%
+202.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -2.1% | +14.5% | +11.6% |
| 7D | +19.4% | -6.1% | +25.5% | +16.8% |
| 30D | +5.6% | -5.8% | +11.4% | +3.5% |
| 3M | +33.1% | -7.6% | +40.7% | +28.9% |
| 6M | +192.5% | -9.1% | +201.6% | +184.1% |
| All | +192.5% | -10.4% | +202.8% | +184.1% |
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