+4.0%
SBUX vs HST
+72.3%
-68.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.8% |
| 30D | +12.6% | +10.7% | +1.9% | +8.2% |
| 3M | +0.8% | +6.3% | -5.4% | -1.7% |
| 6M | +0.2% | +19.0% | -18.8% | -7.3% |
| YTD | +27.4% | +47.0% | -19.6% | +7.7% |
| 1Y | +31.5% | +53.4% | -22.0% | +9.1% |
| 3Y | +9.3% | +78.0% | -68.7% | -16.8% |
| All | +4.0% | +72.3% | -68.4% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling