+149.1%
SBUX vs HWM
+1,166.3%
-1,017.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.4% |
| 7D | +1.7% | +3.4% | -1.7% | +0.5% |
| 30D | +12.6% | -7.5% | +20.2% | +14.6% |
| 3M | +0.8% | -28.9% | +29.7% | +10.1% |
| 6M | +0.2% | -19.6% | +19.8% | +5.0% |
| YTD | +27.4% | +0.6% | +26.8% | +24.2% |
| 1Y | +31.5% | +0.3% | +31.2% | +28.1% |
| 3Y | +9.3% | +326.1% | -316.9% | -33.1% |
| 5Y | +1.5% | +525.2% | -523.7% | -45.0% |
| 10Y | +147.9% | +1,492.9% | -1,345.0% | +6.5% |
| All | +149.1% | +1,166.3% | -1,017.2% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling