-6.7%
SBUX vs HCA
+71.9%
-78.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -5.5% | +5.4% | -10.9% | -6.8% |
| 30D | -8.5% | +3.0% | -11.4% | -9.3% |
| 3M | -2.9% | +13.0% | -15.9% | -6.6% |
| 6M | -1.5% | -20.3% | +18.7% | +4.1% |
| YTD | +19.4% | -8.2% | +27.6% | +21.0% |
| 1Y | +22.9% | +6.7% | +16.2% | +19.0% |
| 3Y | +11.3% | +60.4% | -49.1% | -6.8% |
| All | -6.7% | +71.9% | -78.7% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling