-2.7%
SBUX vs THC
+248.0%
-250.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | -3.9% | -2.6% | -1.3% | -3.4% |
| 30D | -2.8% | -1.2% | -1.7% | -2.6% |
| 3M | +8.2% | +58.9% | -50.7% | -1.7% |
| 6M | +4.3% | +9.3% | -5.1% | +1.6% |
| YTD | +23.3% | +30.4% | -7.0% | +16.0% |
| 1Y | +24.3% | +34.6% | -10.3% | +15.7% |
| 3Y | +15.5% | +246.7% | -231.2% | -14.7% |
| 5Y | -2.7% | +244.5% | -247.2% | -29.5% |
| All | -2.7% | +248.0% | -250.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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