+123.9%
SBUX vs HL
+273.7%
-149.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -5.5% | -4.4% | -1.1% | -5.1% |
| 30D | -8.5% | +9.3% | -17.8% | -9.3% |
| 3M | -2.9% | +32.0% | -34.9% | -5.6% |
| 6M | -1.5% | -6.4% | +4.9% | -1.9% |
| YTD | +19.4% | +3.1% | +16.2% | +17.3% |
| 1Y | +22.9% | +77.6% | -54.6% | +14.3% |
| 3Y | +11.3% | +392.8% | -381.5% | -8.1% |
| 5Y | -6.9% | +234.1% | -241.0% | -22.2% |
| All | +123.9% | +273.7% | -149.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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