+165.5%
YUM vs HRB
+209.1%
-43.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | -8.0% | +2.0% | -4.5% |
| 30D | -5.8% | -16.0% | +10.1% | -2.6% |
| 3M | -7.6% | +26.9% | -34.5% | -12.3% |
| 6M | -9.1% | +51.1% | -60.3% | -17.4% |
| YTD | -5.5% | +7.1% | -12.6% | -8.0% |
| 1Y | -3.7% | -9.6% | +5.9% | -2.8% |
| 3Y | +17.8% | +25.4% | -7.6% | +8.8% |
| 5Y | +19.3% | +114.9% | -95.7% | -5.0% |
| All | +165.5% | +209.1% | -43.6% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling