+153.0%
HYG vs SBUX
+775.1%
-622.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.1% |
| 7D | -0.2% | -6.3% | +6.1% | +0.8% |
| 30D | -0.1% | -3.9% | +3.8% | +0.5% |
| 3M | +0.7% | +3.3% | -2.6% | +0.1% |
| 6M | +1.5% | +1.4% | +0.1% | +1.0% |
| YTD | +1.9% | +21.0% | -19.0% | -1.3% |
| 1Y | +3.7% | +22.4% | -18.7% | 0.0% |
| 3Y | +26.5% | +13.2% | +13.3% | +21.1% |
| 5Y | +19.0% | -5.2% | +24.1% | +15.8% |
| 10Y | +56.5% | +128.3% | -71.8% | +29.5% |
| All | +153.0% | +775.1% | -622.2% | +41.1% |
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