+128.3%
SBUX vs BAH
+186.6%
-58.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -6.3% | -1.3% | -4.9% | -6.0% |
| 30D | -3.9% | -6.6% | +2.8% | -2.5% |
| 3M | +3.3% | -7.2% | +10.4% | +4.5% |
| 6M | +1.4% | -10.0% | +11.4% | +2.9% |
| YTD | +21.0% | -12.5% | +33.4% | +22.7% |
| 1Y | +22.4% | -27.9% | +50.3% | +29.7% |
| 3Y | +13.2% | -31.4% | +44.6% | +15.6% |
| 5Y | -5.2% | -3.2% | -2.0% | -15.8% |
| 10Y | +128.3% | +191.5% | -63.1% | +65.0% |
| All | +128.3% | +186.6% | -58.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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