+50.0%
HUM vs YUM
+15.9%
+34.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -1.1% |
| 7D | +1.6% | +10.8% | -9.2% | -0.3% |
| 30D | +3.5% | +21.4% | -17.9% | 0.0% |
| 3M | +15.5% | +13.2% | +2.3% | +12.7% |
| 6M | +76.2% | +8.8% | +67.4% | +71.2% |
| YTD | +64.5% | +11.5% | +53.0% | +51.9% |
| 1Y | +50.0% | +13.4% | +36.7% | +36.4% |
| All | +50.0% | +15.9% | +34.1% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling