+415.4%
HPQ vs YUM
+4,087.9%
-3,672.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +3.5% | -5.2% | +8.7% | +5.4% |
| 30D | +13.7% | -0.1% | +13.8% | +13.5% |
| 3M | +33.9% | -4.3% | +38.1% | +35.1% |
| 6M | +80.9% | -8.7% | +89.6% | +85.0% |
| YTD | +52.6% | -3.5% | +56.1% | +52.7% |
| 1Y | +21.2% | +0.5% | +20.8% | +19.2% |
| 3Y | +26.9% | +20.5% | +6.4% | +15.4% |
| 5Y | +41.1% | +21.8% | +19.3% | +28.1% |
| 10Y | +229.6% | +176.5% | +53.0% | +128.6% |
| All | +415.4% | +4,087.9% | -3,672.4% | +85.2% |
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