+453.2%
HUT vs YUM
+112.8%
+340.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.8% |
| 7D | +28.3% | -1.7% | +29.9% | +29.5% |
| 30D | +12.3% | -0.8% | +13.1% | +12.4% |
| 3M | -16.8% | +1.5% | -18.3% | -18.7% |
| 6M | +111.4% | -6.1% | +117.5% | +116.8% |
| YTD | +116.6% | -0.2% | +116.8% | +112.0% |
| 1Y | +290.5% | +2.5% | +288.0% | +267.7% |
| 3Y | +792.3% | +24.6% | +767.7% | +596.7% |
| 5Y | +94.1% | +25.7% | +68.5% | +53.7% |
| All | +453.2% | +112.8% | +340.4% | +253.5% |
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 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