+20.0%
YUM vs HBM
+327.6%
-307.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -6.1% | -3.3% | -2.8% | -5.9% |
| 30D | -5.8% | -4.8% | -1.0% | -5.6% |
| 3M | -7.6% | -0.4% | -7.2% | -7.9% |
| 6M | -9.1% | +17.9% | -27.0% | -11.4% |
| YTD | -5.5% | +33.7% | -39.2% | -9.3% |
| 1Y | -3.7% | +95.6% | -99.3% | -11.4% |
| 3Y | +17.8% | +458.1% | -440.3% | -6.1% |
| All | +20.0% | +327.6% | -307.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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