+4,535.0%
YUM vs HAS
+1,279.8%
+3,255.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +10.0% | +26.3% | -16.3% | +3.3% |
| 3M | +7.5% | +25.6% | -18.1% | +1.1% |
| 6M | +8.8% | +30.3% | -21.5% | +0.8% |
| YTD | +8.2% | +50.4% | -42.2% | -4.0% |
| 1Y | +9.8% | +57.7% | -47.9% | -3.8% |
| 3Y | +36.4% | +213.4% | -176.9% | -3.3% |
| 5Y | +41.7% | +49.1% | -7.4% | +20.3% |
| 10Y | +217.5% | +98.5% | +119.0% | +133.4% |
| All | +4,535.0% | +1,279.8% | +3,255.2% | +1,743.1% |
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