+243.8%
HPQ vs YUM
+171.3%
+72.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.1% | +10.5% | +9.5% |
| 7D | +9.8% | -6.1% | +15.8% | +13.2% |
| 30D | +22.4% | -5.8% | +28.2% | +25.7% |
| 3M | +45.2% | -7.6% | +52.8% | +49.7% |
| 6M | +96.4% | -9.1% | +105.6% | +103.2% |
| YTD | +65.4% | -5.5% | +70.9% | +66.7% |
| 1Y | +31.6% | -3.7% | +35.3% | +30.2% |
| 3Y | +37.0% | +17.8% | +19.2% | +16.0% |
| 5Y | +53.0% | +19.3% | +33.7% | +27.4% |
| All | +243.8% | +171.3% | +72.5% | +85.5% |
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 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