+3.3%
SBUX vs ALHC
-31.6%
+34.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.7% |
| 7D | -6.3% | -4.1% | -2.1% | -5.9% |
| 30D | -3.9% | -5.4% | +1.6% | -3.4% |
| 3M | +3.3% | -32.1% | +35.4% | +6.0% |
| 6M | +1.4% | -28.5% | +29.9% | +2.9% |
| YTD | +21.0% | -34.0% | +55.0% | +23.3% |
| 1Y | +22.4% | -20.9% | +43.3% | +22.6% |
| 3Y | +13.2% | +151.5% | -138.3% | -4.2% |
| 5Y | -5.2% | -28.8% | +23.6% | -14.8% |
| All | +3.3% | -31.6% | +34.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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