+21.4%
YUM vs HST
+65.3%
-43.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | +0.4% | -2.8% | +3.2% | +0.9% |
| 3M | -3.8% | -6.5% | +2.7% | -2.8% |
| 6M | -8.3% | +20.7% | -29.0% | -11.7% |
| YTD | -2.6% | +30.5% | -33.1% | -7.9% |
| 1Y | +1.5% | +36.8% | -35.3% | -4.9% |
| All | +21.4% | +65.3% | -43.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling