+123.9%
SBUX vs BHP
+496.8%
-372.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -5.5% | -3.6% | -1.9% | -4.4% |
| 30D | -8.5% | -1.2% | -7.3% | -8.3% |
| 3M | -2.9% | +1.2% | -4.1% | -4.0% |
| 6M | -1.5% | +21.4% | -22.9% | -9.3% |
| YTD | +19.4% | +50.4% | -31.0% | +1.4% |
| 1Y | +22.9% | +67.5% | -44.6% | +0.1% |
| 3Y | +11.3% | +72.8% | -61.5% | -12.2% |
| 5Y | -6.9% | +112.6% | -119.5% | -34.1% |
| All | +123.9% | +496.8% | -372.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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