+128.8%
SBUX vs HAS
+53.3%
+75.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.6% |
| 7D | -3.9% | -3.1% | -0.8% | -2.9% |
| 30D | -2.8% | -2.7% | -0.1% | -2.0% |
| 3M | +8.2% | +8.9% | -0.7% | +4.8% |
| 6M | +4.3% | -2.9% | +7.2% | +4.3% |
| YTD | +23.3% | +12.6% | +10.7% | +17.1% |
| 1Y | +24.3% | +17.5% | +6.8% | +16.2% |
| 3Y | +15.5% | +46.2% | -30.8% | -2.1% |
| 5Y | -2.7% | +12.6% | -15.3% | -11.1% |
| 10Y | +128.8% | +55.7% | +73.2% | +79.4% |
| All | +128.8% | +53.3% | +75.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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