+4,208.2%
YUM vs HAS
+959.1%
+3,249.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -1.1% | +2.3% | -3.4% | -1.7% |
| 3M | +1.8% | +10.4% | -8.6% | -1.2% |
| 6M | -4.7% | -3.2% | -1.5% | -4.6% |
| YTD | +0.6% | +15.4% | -14.8% | -4.2% |
| 1Y | +6.4% | +18.8% | -12.4% | +0.4% |
| 3Y | +22.6% | +43.9% | -21.3% | +6.9% |
| 5Y | +26.0% | +13.9% | +12.1% | +14.7% |
| 10Y | +174.6% | +56.4% | +118.2% | +114.9% |
| All | +4,208.2% | +959.1% | +3,249.1% | +1,739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling