+597.9%
HPE vs SBUX
+124.3%
+473.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | +13.6% | +1.0% | +12.6% | +13.1% |
| 30D | -27.1% | +16.6% | -43.7% | -32.2% |
| 3M | -14.5% | -0.6% | -13.9% | -14.8% |
| 6M | +66.9% | +1.8% | +65.1% | +63.1% |
| YTD | +111.3% | +29.7% | +81.6% | +82.3% |
| 1Y | +117.5% | +26.1% | +91.4% | +89.6% |
| 3Y | +238.1% | +10.3% | +227.8% | +204.0% |
| 5Y | +292.4% | +7.6% | +284.8% | +248.9% |
| 10Y | +389.3% | +146.7% | +242.6% | +151.7% |
| All | +597.9% | +124.3% | +473.7% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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