+18.3%
HYG vs YUM
+19.0%
-0.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -0.7% | -6.1% | +5.4% | +0.1% |
| 30D | -0.7% | -5.8% | +5.1% | 0.0% |
| 3M | -0.2% | -7.6% | +7.4% | +0.7% |
| 6M | +1.4% | -9.1% | +10.6% | +2.5% |
| YTD | +1.5% | -5.5% | +7.0% | +1.8% |
| 1Y | +2.9% | -3.7% | +6.6% | +2.8% |
| 3Y | +25.6% | +17.8% | +7.8% | +19.3% |
| All | +18.3% | +19.0% | -0.7% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling