-2.7%
SBUX vs HWM
+655.8%
-658.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.7% | +8.3% | +1.0% |
| 7D | -3.9% | -9.2% | +5.3% | -1.2% |
| 30D | -2.8% | -17.9% | +15.0% | +2.9% |
| 3M | +8.2% | -6.0% | +14.2% | +9.2% |
| 6M | +4.3% | -7.4% | +11.6% | +5.0% |
| YTD | +23.3% | +13.1% | +10.2% | +15.2% |
| 1Y | +24.3% | +29.3% | -5.0% | +10.1% |
| 3Y | +15.5% | +389.9% | -374.5% | -43.9% |
| 5Y | -2.7% | +655.5% | -658.2% | -62.5% |
| All | -2.7% | +655.8% | -658.5% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling