+52.6%
YUM vs ALHC
-29.3%
+81.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -0.8% | -6.3% | +5.5% | -0.5% |
| 3M | +1.5% | -12.3% | +13.8% | +1.7% |
| 6M | -6.1% | -27.0% | +20.9% | -5.3% |
| YTD | -0.2% | -31.8% | +31.6% | +0.8% |
| 1Y | +2.5% | -17.0% | +19.5% | +2.5% |
| 3Y | +24.6% | +159.8% | -135.2% | +15.2% |
| 5Y | +25.7% | -25.1% | +50.8% | +18.5% |
| All | +52.6% | -29.3% | +81.9% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling