+21.8%
YUM vs HST
+72.0%
-50.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -0.1% | -0.7% | +0.6% | 0.0% |
| 3M | -4.3% | -4.0% | -0.3% | -3.6% |
| 6M | -8.7% | +20.7% | -29.4% | -12.7% |
| YTD | -3.5% | +31.0% | -34.5% | -9.5% |
| 1Y | +0.5% | +36.2% | -35.8% | -6.8% |
| 3Y | +20.5% | +66.6% | -46.1% | +5.3% |
| 5Y | +21.8% | +75.8% | -54.0% | +3.2% |
| All | +21.8% | +72.0% | -50.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling