+145.4%
SBUX vs HWM
+1,503.5%
-1,358.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.0% | +11.1% | -10.1% | -1.9% |
| 30D | +16.6% | +3.0% | +13.6% | +15.1% |
| 3M | -0.6% | -20.7% | +20.2% | +5.4% |
| 6M | +1.8% | -17.2% | +19.0% | +6.0% |
| YTD | +29.7% | +9.1% | +20.6% | +23.5% |
| 1Y | +26.1% | +9.0% | +17.0% | +19.9% |
| 3Y | +10.3% | +353.8% | -343.6% | -33.9% |
| 5Y | +7.6% | +608.0% | -600.4% | -44.0% |
| All | +145.4% | +1,503.5% | -1,358.1% | -0.6% |
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