+448.2%
HUT vs YUM
+101.5%
+346.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +10.9% | +10.1% |
| 7D | +5.4% | -6.1% | +11.5% | +9.4% |
| 30D | +8.6% | -5.8% | +14.5% | +12.2% |
| 3M | -15.2% | -7.6% | -7.6% | -12.2% |
| 6M | +92.9% | -9.1% | +102.0% | +101.7% |
| YTD | +114.6% | -5.5% | +120.1% | +117.1% |
| 1Y | +208.5% | -3.7% | +212.2% | +202.3% |
| 3Y | +821.5% | +17.8% | +803.7% | +644.5% |
| 5Y | +101.8% | +19.3% | +82.6% | +64.9% |
| All | +448.2% | +101.5% | +346.7% | +262.0% |
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