+4,033.9%
YUM vs HRB
+1,024.4%
+3,009.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -5.2% | -12.2% | +7.0% | -2.2% |
| 30D | -0.1% | -3.0% | +2.9% | +0.3% |
| 3M | -4.3% | +21.7% | -26.0% | -9.4% |
| 6M | -8.7% | +52.3% | -61.0% | -19.1% |
| YTD | -3.5% | +6.5% | -10.0% | -7.1% |
| 1Y | +0.5% | -6.7% | +7.1% | -0.2% |
| 3Y | +20.5% | +25.1% | -4.6% | +9.1% |
| 5Y | +21.8% | +113.8% | -92.0% | -6.5% |
| 10Y | +176.5% | +204.8% | -28.3% | +77.9% |
| All | +4,033.9% | +1,024.4% | +3,009.6% | +1,522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling