+55.2%
HYG vs SBUX
+127.2%
-72.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | -5.5% | +4.8% | +0.1% |
| 30D | -0.7% | -8.5% | +7.7% | +0.5% |
| 3M | -0.2% | -2.9% | +2.7% | +0.1% |
| 6M | +1.4% | -1.5% | +3.0% | +1.4% |
| YTD | +1.5% | +19.4% | -17.9% | -1.5% |
| 1Y | +2.9% | +22.9% | -20.1% | -0.7% |
| 3Y | +25.6% | +11.3% | +14.3% | +21.0% |
| 5Y | +18.6% | -6.9% | +25.4% | +16.2% |
| All | +55.2% | +127.2% | -72.0% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling