+154.6%
SBUX vs HWM
+1,599.0%
-1,444.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | +4.9% | -1.8% | +6.7% | +5.4% |
| 30D | +21.2% | -2.7% | +23.8% | +21.5% |
| 3M | +5.7% | -22.7% | +28.4% | +12.8% |
| 6M | +6.0% | -18.9% | +24.9% | +11.1% |
| YTD | +32.9% | +7.1% | +25.9% | +27.3% |
| 1Y | +33.3% | +4.7% | +28.6% | +28.3% |
| 3Y | +13.0% | +345.6% | -332.6% | -31.9% |
| 5Y | +8.8% | +588.3% | -579.4% | -42.9% |
| 10Y | +154.6% | +1,516.2% | -1,361.5% | +3.4% |
| All | +154.6% | +1,599.0% | -1,444.4% | +3.4% |
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