+36.4%
YUM vs HST
+87.2%
-50.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +0.1% | +3.6% | -3.5% | -0.5% |
| 30D | +10.0% | +11.2% | -1.2% | +7.9% |
| 3M | +7.5% | +13.1% | -5.6% | +5.1% |
| 6M | +8.8% | +23.9% | -15.1% | +4.4% |
| YTD | +8.2% | +52.3% | -44.1% | -0.4% |
| 1Y | +9.8% | +56.7% | -46.8% | +0.6% |
| 3Y | +36.4% | +87.5% | -51.1% | +17.2% |
| All | +36.4% | +87.2% | -50.7% | +17.2% |
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