+20.0%
YUM vs HSY
+12.0%
+8.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -5.8% | -5.2% | -0.6% | -4.4% |
| 3M | -7.6% | -3.4% | -4.2% | -6.9% |
| 6M | -9.1% | -19.2% | +10.0% | -4.0% |
| YTD | -5.5% | -2.6% | -2.9% | -5.4% |
| 1Y | -3.7% | -3.8% | +0.1% | -3.5% |
| 3Y | +17.8% | -10.6% | +28.4% | +18.9% |
| All | +20.0% | +12.0% | +8.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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