+234.3%
SBUX vs HLT
+641.9%
-407.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -6.2% | -2.6% | -3.7% | -5.1% |
| 30D | -6.4% | -2.6% | -3.8% | -5.4% |
| 3M | +1.0% | -9.4% | +10.5% | +5.4% |
| 6M | -0.4% | +2.7% | -3.1% | -2.4% |
| YTD | +20.0% | +6.8% | +13.2% | +15.4% |
| 1Y | +22.8% | +12.4% | +10.4% | +15.1% |
| 3Y | +12.3% | +100.2% | -87.9% | -19.3% |
| 5Y | -6.4% | +143.7% | -150.1% | -39.4% |
| 10Y | +126.5% | +584.9% | -458.4% | -4.5% |
| All | +234.3% | +641.9% | -407.6% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling