-6.7%
SBUX vs HRB
+114.1%
-120.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -5.5% | -8.0% | +2.5% | -4.3% |
| 30D | -8.5% | -16.0% | +7.5% | -6.2% |
| 3M | -2.9% | +26.9% | -29.8% | -6.9% |
| 6M | -1.5% | +51.1% | -52.7% | -8.8% |
| YTD | +19.4% | +7.1% | +12.3% | +18.4% |
| 1Y | +22.9% | -9.6% | +32.6% | +26.5% |
| 3Y | +11.3% | +25.4% | -14.1% | +2.6% |
| All | -6.7% | +114.1% | -120.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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