+154.6%
SBUX vs HST
+143.2%
+11.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | +4.9% | +0.6% | +4.4% | +4.7% |
| 30D | +21.2% | +14.5% | +6.7% | +15.3% |
| 3M | +5.7% | +15.4% | -9.7% | +0.1% |
| 6M | +6.0% | +22.0% | -16.0% | -2.1% |
| YTD | +32.9% | +54.9% | -21.9% | +12.1% |
| 1Y | +33.3% | +54.0% | -20.7% | +12.5% |
| 3Y | +13.0% | +90.4% | -77.4% | -13.1% |
| 5Y | +8.8% | +84.2% | -75.4% | -17.5% |
| 10Y | +154.6% | +144.6% | +10.0% | +59.4% |
| All | +154.6% | +143.2% | +11.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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