+136.4%
SBUX vs HWM
+1,330.2%
-1,193.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -6.3% | -8.0% | +1.8% | -4.2% |
| 30D | -3.9% | -18.0% | +14.2% | +1.4% |
| 3M | +3.3% | -9.5% | +12.8% | +5.5% |
| 6M | +1.4% | -8.4% | +9.8% | +2.6% |
| YTD | +21.0% | +13.6% | +7.3% | +14.5% |
| 1Y | +22.4% | +30.2% | -7.8% | +10.9% |
| 3Y | +13.2% | +392.2% | -379.0% | -33.1% |
| 5Y | -5.2% | +645.2% | -650.4% | -50.9% |
| All | +136.4% | +1,330.2% | -1,193.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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