+152.3%
HUM vs YUM
+171.3%
-19.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +3.1% |
| 7D | +2.1% | -6.1% | +8.1% | +4.7% |
| 30D | +5.4% | -5.8% | +11.2% | +7.9% |
| 3M | +11.4% | -7.6% | +19.0% | +14.5% |
| 6M | +141.5% | -9.1% | +150.7% | +148.7% |
| YTD | +61.2% | -5.5% | +66.7% | +62.8% |
| 1Y | +49.2% | -3.7% | +52.9% | +49.1% |
| 3Y | -9.0% | +17.8% | -26.8% | -18.9% |
| 5Y | +7.2% | +19.3% | -12.1% | -6.5% |
| All | +152.3% | +171.3% | -19.0% | +56.5% |
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