+22.9%
SBUX vs DHI
-21.2%
+44.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -5.5% | -3.4% | -2.1% | -4.7% |
| 30D | -8.5% | -5.4% | -3.0% | -7.4% |
| 3M | -2.9% | -10.4% | +7.5% | -0.7% |
| 6M | -1.5% | -2.8% | +1.2% | -2.4% |
| YTD | +19.4% | -3.4% | +22.8% | +17.0% |
| 1Y | +22.9% | -22.9% | +45.9% | +26.0% |
| All | +22.9% | -21.2% | +44.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling