+1,559.5%
HWM vs YUM
+170.5%
+1,388.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.2% |
| 7D | -11.4% | -6.1% | -5.4% | -7.5% |
| 30D | -18.5% | -5.8% | -12.6% | -15.4% |
| 3M | -13.2% | -7.6% | -5.6% | -9.6% |
| 6M | -8.7% | -9.1% | +0.5% | -4.0% |
| YTD | +12.2% | -5.5% | +17.7% | +14.4% |
| 1Y | +24.9% | -3.7% | +28.6% | +24.5% |
| 3Y | +383.9% | +17.8% | +366.1% | +296.8% |
| 5Y | +646.1% | +19.3% | +626.9% | +497.6% |
| All | +1,559.5% | +170.5% | +1,388.9% | +635.4% |
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 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