+4,173.9%
YUM vs HST
+275.1%
+3,898.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.7% | +2.0% | -3.6% | -2.2% |
| 30D | -0.8% | -5.2% | +4.4% | +0.6% |
| 3M | +1.5% | -6.2% | +7.7% | +3.0% |
| 6M | -6.1% | +20.4% | -26.5% | -11.0% |
| YTD | -0.2% | +30.6% | -30.9% | -7.7% |
| 1Y | +2.5% | +37.4% | -34.9% | -6.7% |
| 3Y | +24.6% | +66.1% | -41.5% | +6.0% |
| 5Y | +25.7% | +73.7% | -48.1% | +2.8% |
| 10Y | +179.7% | +99.8% | +79.9% | +105.9% |
| All | +4,173.9% | +275.1% | +3,898.8% | +2,095.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling