+18.5%
SBUX vs HWM
+440.4%
-422.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -0.9% | -11.0% | +10.1% | +1.4% |
| 3M | +11.6% | +4.0% | +7.6% | +10.0% |
| 6M | +8.8% | -0.2% | +9.0% | +7.8% |
| YTD | +26.3% | +26.7% | -0.3% | +17.6% |
| 1Y | +23.1% | +44.7% | -21.6% | +10.4% |
| All | +18.5% | +440.4% | -422.0% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling