-5.2%
SBUX vs HDB
-38.7%
+33.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.5% |
| 7D | -6.3% | -4.9% | -1.4% | -5.2% |
| 30D | -3.9% | -5.8% | +2.0% | -2.6% |
| 3M | +3.3% | -5.2% | +8.5% | +4.1% |
| 6M | +1.4% | -25.7% | +27.1% | +7.8% |
| YTD | +21.0% | -39.6% | +60.5% | +34.3% |
| 1Y | +22.4% | -36.9% | +59.3% | +34.4% |
| 3Y | +13.2% | -29.7% | +42.9% | +19.3% |
| 5Y | -5.2% | -37.8% | +32.6% | +1.6% |
| All | -5.2% | -38.7% | +33.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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