+22.9%
YUM vs ALHC
-30.4%
+53.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | -3.6% | -4.1% | +0.6% | -3.3% |
| 30D | +0.4% | -5.4% | +5.8% | +0.7% |
| 3M | -3.8% | -32.1% | +28.4% | -2.0% |
| 6M | -8.3% | -28.5% | +20.2% | -7.3% |
| YTD | -2.6% | -34.0% | +31.4% | -1.3% |
| 1Y | +1.5% | -20.9% | +22.4% | +1.8% |
| 3Y | +21.6% | +151.5% | -130.0% | +11.1% |
| All | +22.9% | -30.4% | +53.3% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling