+4,033.9%
YUM vs HIG
+486.4%
+3,547.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -5.2% | -2.3% | -2.9% | -4.8% |
| 30D | -0.1% | -1.2% | +1.1% | +0.1% |
| 3M | -4.3% | +6.3% | -10.6% | -5.3% |
| 6M | -8.7% | +0.6% | -9.3% | -8.9% |
| YTD | -3.5% | +0.6% | -4.1% | -3.7% |
| 1Y | +0.5% | +6.1% | -5.6% | -0.7% |
| 3Y | +20.5% | +102.0% | -81.4% | +6.3% |
| 5Y | +21.8% | +119.2% | -97.4% | +5.5% |
| 10Y | +176.5% | +312.5% | -136.0% | +110.9% |
| All | +4,033.9% | +486.4% | +3,547.5% | +1,717.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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