+4,477.8%
YUM vs HAS
+1,290.4%
+3,187.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -4.1% | +1.6% | -5.7% | -4.5% |
| 30D | +8.4% | +26.6% | -18.3% | +1.7% |
| 3M | +6.5% | +29.0% | -22.5% | -0.5% |
| 6M | +5.3% | +30.6% | -25.3% | -2.5% |
| YTD | +6.9% | +51.5% | -44.7% | -5.4% |
| 1Y | +8.7% | +58.5% | -49.7% | -4.9% |
| 3Y | +34.1% | +214.1% | -180.0% | -5.0% |
| 5Y | +39.9% | +50.2% | -10.3% | +18.5% |
| 10Y | +213.6% | +100.0% | +113.6% | +130.1% |
| All | +4,477.8% | +1,290.4% | +3,187.4% | +1,716.8% |
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