+24.6%
YUM vs HAS
+45.6%
-21.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -1.7% | -3.1% | +1.4% | -1.2% |
| 30D | -0.8% | -2.7% | +1.9% | -0.5% |
| 3M | +1.5% | +8.9% | -7.5% | +0.1% |
| 6M | -6.1% | -2.9% | -3.2% | -6.0% |
| YTD | -0.2% | +12.6% | -12.9% | -2.7% |
| 1Y | +2.5% | +17.5% | -15.0% | -0.9% |
| 3Y | +24.6% | +46.2% | -21.6% | +20.3% |
| All | +24.6% | +45.6% | -21.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 3y: compounded portfolio wealth divided by compounded HAS 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…
3y analysis · Full analysis span regression · 6 months rolling