+605.9%
SBUX vs HCA
+1,721.2%
-1,115.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -3.4% |
| 7D | -6.3% | +4.9% | -11.2% | -7.7% |
| 30D | -3.9% | +1.9% | -5.7% | -4.5% |
| 3M | +3.3% | +12.7% | -9.5% | -1.0% |
| 6M | +1.4% | -22.3% | +23.8% | +8.7% |
| YTD | +21.0% | -9.3% | +30.3% | +23.2% |
| 1Y | +22.4% | +2.7% | +19.7% | +19.6% |
| 3Y | +13.2% | +57.8% | -44.6% | -5.0% |
| 5Y | -5.2% | +70.3% | -75.5% | -24.2% |
| 10Y | +128.3% | +499.7% | -371.3% | +21.5% |
| All | +605.9% | +1,721.2% | -1,115.3% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling