+123.9%
SBUX vs HCA
+511.6%
-387.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | -5.5% | +5.4% | -10.9% | -7.2% |
| 30D | -8.5% | +3.0% | -11.4% | -9.5% |
| 3M | -2.9% | +13.0% | -15.9% | -7.5% |
| 6M | -1.5% | -20.3% | +18.7% | +5.5% |
| YTD | +19.4% | -8.2% | +27.6% | +21.3% |
| 1Y | +22.9% | +6.7% | +16.2% | +18.1% |
| 3Y | +11.3% | +60.4% | -49.1% | -9.9% |
| 5Y | -6.9% | +73.4% | -80.3% | -29.0% |
| All | +123.9% | +511.6% | -387.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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