+1,573.3%
HWM vs YUM
+185.7%
+1,387.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.8% | -9.9% | -10.1% |
| 7D | -9.2% | -1.7% | -7.5% | -8.0% |
| 30D | -17.9% | -0.8% | -17.0% | -17.9% |
| 3M | -6.0% | +1.5% | -7.5% | -8.3% |
| 6M | -7.4% | -6.1% | -1.3% | -4.6% |
| YTD | +13.1% | -0.2% | +13.3% | +11.1% |
| 1Y | +29.3% | +2.5% | +26.8% | +23.4% |
| 3Y | +389.9% | +24.6% | +365.3% | +286.6% |
| 5Y | +655.5% | +25.7% | +629.9% | +484.1% |
| All | +1,573.3% | +185.7% | +1,387.7% | +614.5% |
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