-6.7%
SBUX vs USHY
+20.9%
-27.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | -0.7% | -4.8% | -4.3% |
| 30D | -8.5% | -0.7% | -7.8% | -7.3% |
| 3M | -2.9% | +0.1% | -3.0% | -3.0% |
| 6M | -1.5% | +1.8% | -3.3% | -4.6% |
| YTD | +19.4% | +1.8% | +17.6% | +15.6% |
| 1Y | +22.9% | +3.3% | +19.7% | +16.0% |
| 3Y | +11.3% | +27.0% | -15.7% | -25.0% |
| All | -6.7% | +20.9% | -27.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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