-6.7%
SBUX vs HLT
+142.1%
-148.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | -1.6% | -3.9% | -4.7% |
| 30D | -8.5% | -5.0% | -3.4% | -6.1% |
| 3M | -2.9% | -10.4% | +7.5% | +2.3% |
| 6M | -1.5% | +3.2% | -4.8% | -4.2% |
| YTD | +19.4% | +6.7% | +12.6% | +13.8% |
| 1Y | +22.9% | +10.3% | +12.7% | +14.9% |
| 3Y | +11.3% | +99.3% | -88.0% | -24.5% |
| All | -6.7% | +142.1% | -148.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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