Ben Stein Long Term vs Bill Schultheis Coffeehouse Portfolio Comparison

Period: January 1976 - August 2024 (~49 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
September 1994
9.14$
Final Capital
August 2024
7.66%
Yearly Return
12.44
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Bill Schultheis Coffeehouse Portfolio
1.00$
Initial Capital
September 1994
9.53$
Final Capital
August 2024
7.80%
Yearly Return
9.76
Std Deviation
-33.93%
Max Drawdown
36 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
116.97$
Final Capital
August 2024
10.28%
Yearly Return
12.17
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Bill Schultheis Coffeehouse Portfolio
1.00$
Initial Capital
January 1976
114.14$
Final Capital
August 2024
10.22%
Yearly Return
9.82
Std Deviation
-33.93%
Max Drawdown
36 months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.66% compound annual return, with a 12.44% standard deviation, in the last 30 Years.

The Bill Schultheis Coffeehouse Portfolio obtained a 7.80% compound annual return, with a 9.76% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein 		10.92 1.88 8.82 17.60 8.89 6.97 7.66 10.28
Coffeehouse
Bill Schultheis 		8.38 1.61 8.43 14.98 6.37 6.05 7.80 10.22
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since September 1994, now would be worth 9.14$, with a total return of 814.41% (7.66% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since September 1994, now would be worth 9.53$, with a total return of 852.62% (7.80% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 116.97$, with a total return of 11596.58% (10.28% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since January 1976, now would be worth 114.14$, with a total return of 11314.29% (10.22% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Long Term Portfolio Coffeehouse
Author Ben Stein Bill Schultheis
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 17.60 14.98
Infl. Adjusted Return (%) 14.85 12.29
DRAWDOWN
Deepest Drawdown Depth (%) -6.29 -6.96
Start to Recovery (months) 3 4
Longest Drawdown Depth (%) -6.29 -6.96
Start to Recovery (months) 3 4
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 11.68 12.70
Sharpe Ratio 1.05 0.76
Sortino Ratio 1.44 1.07
Ulcer Index 2.26 2.55
Ratio: Return / Standard Deviation 1.51 1.18
Ratio: Return / Deepest Drawdown 2.80 2.15
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Long Term Portfolio Coffeehouse
Author Ben Stein Bill Schultheis
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.89 6.37
Infl. Adjusted Return (%) 4.57 2.15
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.65
Start to Recovery (months) 26 31
Longest Drawdown Depth (%) -20.52 -19.65
Start to Recovery (months) 26 31
Longest Negative Period (months) 32 36
RISK INDICATORS
Standard Deviation (%) 14.23 12.87
Sharpe Ratio 0.48 0.33
Sortino Ratio 0.62 0.44
Ulcer Index 7.62 7.86
Ratio: Return / Standard Deviation 0.62 0.50
Ratio: Return / Deepest Drawdown 0.43 0.32
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Long Term Portfolio Coffeehouse
Author Ben Stein Bill Schultheis
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.97 6.05
Infl. Adjusted Return (%) 4.04 3.15
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.65
Start to Recovery (months) 26 31
Longest Drawdown Depth (%) -20.52 -19.65
Start to Recovery (months) 26 31
Longest Negative Period (months) 34 36
RISK INDICATORS
Standard Deviation (%) 12.02 10.46
Sharpe Ratio 0.46 0.44
Sortino Ratio 0.61 0.59
Ulcer Index 5.92 5.82
Ratio: Return / Standard Deviation 0.58 0.58
Ratio: Return / Deepest Drawdown 0.34 0.31
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Long Term Portfolio Coffeehouse
Author Ben Stein Bill Schultheis
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.66 7.80
Infl. Adjusted Return (%) 5.02 5.16
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -33.93
Start to Recovery (months) 42 36
Longest Drawdown Depth (%) -45.92 -33.93
Start to Recovery (months) 42 36
Longest Negative Period (months) 110 62
RISK INDICATORS
Standard Deviation (%) 12.44 9.76
Sharpe Ratio 0.43 0.56
Sortino Ratio 0.56 0.73
Ulcer Index 9.47 6.15
Ratio: Return / Standard Deviation 0.62 0.80
Ratio: Return / Deepest Drawdown 0.17 0.23
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Long Term Portfolio Coffeehouse
Author Ben Stein Bill Schultheis
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.28 10.22
Infl. Adjusted Return (%) 6.43 6.38
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -33.93
Start to Recovery (months) 42 36
Longest Drawdown Depth (%) -45.92 -33.93
Start to Recovery (months) 42 36
Longest Negative Period (months) 110 62
RISK INDICATORS
Standard Deviation (%) 12.17 9.82
Sharpe Ratio 0.50 0.61
Sortino Ratio 0.65 0.80
Ulcer Index 7.89 5.20
Ratio: Return / Standard Deviation 0.84 1.04
Ratio: Return / Deepest Drawdown 0.22 0.30
Metrics calculated over the period 1 January 1976 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)

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Long Term Portfolio Coffeehouse
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-33.93 36 Nov 2007
Oct 2010
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.65 31 Jan 2022
Jul 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.36 11 Jan 2020
Nov 2020
-11.30 14 May 2002
Jun 2003
-10.79 8 May 1998
Dec 1998
-10.70 8 Sep 2018
Apr 2019
-10.66 9 May 2011
Jan 2012
-9.84 14 Jun 2015
Jul 2016
-9.00 8 Sep 2018
Apr 2019

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Long Term Portfolio Coffeehouse
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-33.93 36 Nov 2007
Oct 2010
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.65 31 Jan 2022
Jul 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.68 14 Sep 1987
Oct 1988
-15.40 14 Jan 1990
Feb 1991
-15.36 11 Jan 2020
Nov 2020
-13.32 16 Jul 1981
Oct 1982
-11.30 14 May 2002
Jun 2003
-10.79 8 May 1998
Dec 1998

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 August 2024 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Long Term Portfolio Coffeehouse
Year Return Drawdown Return Drawdown
2024
 10.92% -3.34% 8.38% -4.00%
2023
 16.02% -8.92% 11.65% -9.20%
2022
 -14.26% -20.52% -14.38% -19.65%
2021
 16.72% -3.20% 15.24% -2.68%
2020
 9.40% -19.33% 7.45% -15.36%
2019
 21.13% -4.75% 18.99% -3.17%
2018
 -7.39% -10.70% -5.19% -9.00%
2017
 16.88% 0.00% 11.02% -0.14%
2016
 9.22% -4.80% 11.04% -2.64%
2015
 -2.18% -8.57% -0.91% -5.61%
2014
 5.91% -3.45% 8.90% -2.75%
2013
 18.10% -2.66% 15.45% -2.56%
2012
 14.19% -7.09% 11.51% -3.93%
2011
 -3.35% -16.94% 2.80% -10.66%
2010
 13.80% -10.43% 14.67% -7.05%
2009
 26.25% -17.28% 17.77% -15.43%
2008
 -30.51% -33.62% -18.65% -23.09%
2007
 5.66% -5.92% 2.67% -4.24%
2006
 19.42% -3.62% 15.13% -2.29%
2005
 10.21% -3.30% 6.39% -2.22%
2004
 15.66% -4.29% 13.96% -4.05%
2003
 30.79% -3.98% 23.09% -2.53%
2002
 -10.67% -17.62% -4.97% -11.30%
2001
 -4.80% -15.85% 2.01% -6.90%
2000
 -2.79% -8.99% 7.25% -3.83%
1999
 21.76% -2.43% 8.30% -3.23%
1998
 7.54% -15.80% 7.16% -10.79%
1997
 13.81% -4.54% 17.88% -2.22%
1996
 15.37% -3.55% 13.71% -2.62%
1995
 16.95% -1.90% 22.24% -1.06%
1994
 -0.18% -6.15% -0.93% -5.85%
1993
 23.87% -3.66% 15.63% -2.89%
1992
 3.67% -3.34% 9.77% -1.73%
1991
 31.77% -4.13% 24.84% -2.96%
1990
 -8.84% -15.40% -5.30% -10.73%
1989
 25.31% -2.86% 17.31% -1.45%
1988
 19.53% -2.49% 15.77% -1.69%
1987
 2.59% -20.11% 2.99% -15.68%
1986
 22.75% -4.06% 20.45% -3.64%
1985
 30.54% -2.54% 29.40% -1.69%
1984
 8.43% -3.82% 10.29% -5.60%
1983
 22.02% -2.01% 19.62% -2.03%
1982
 10.55% -11.34% 25.69% -2.93%
1981
 1.38% -8.32% 5.31% -8.17%
1980
 22.39% -9.78% 18.45% -10.32%
1979
 19.59% -7.08% 18.67% -8.08%
1978
 14.86% -7.96% 9.54% -8.29%
1977
 8.12% -1.77% 6.30% -2.07%
1976
 20.36% -2.40% 26.24% -1.72%