Bill Schultheis Coffeehouse Portfolio vs Stocks/Bonds 60/40 Momentum Portfolio Portfolio Comparison

Simulation Settings

Period: January 1982 - May 2026 (~44 years)
Consolidated Returns as of 31 May 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/06 - 2026/05)

All Data
(1982/01 - 2026/05)

Inflation Adjusted:

Bill Schultheis Coffeehouse Portfolio

1.00$
Invested Capital
June 1996
9.05$
Final Capital
May 2026
7.62%
Yearly Return
9.90%
Std Deviation
-33.93%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
June 1996
4.24$
Final Capital
May 2026
4.93%
Yearly Return
9.90%
Std Deviation
-35.02%
Max Drawdown
38months
Recovery Period

1.00$
Invested Capital
January 1982
62.18$
Final Capital
May 2026
9.74%
Yearly Return
9.60%
Std Deviation
-33.93%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1982
17.52$
Final Capital
May 2026
6.66%
Yearly Return
9.60%
Std Deviation
-35.02%
Max Drawdown
38months
Recovery Period

Stocks/Bonds 60/40 Momentum Portfolio

1.00$
Invested Capital
June 1996
17.55$
Final Capital
May 2026
10.02%
Yearly Return
10.01%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period

1.00$
Invested Capital
June 1996
8.22$
Final Capital
May 2026
7.27%
Yearly Return
10.01%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period

1.00$
Invested Capital
January 1982
130.87$
Final Capital
May 2026
11.60%
Yearly Return
10.03%
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period

1.00$
Invested Capital
January 1982
36.86$
Final Capital
May 2026
8.46%
Yearly Return
10.03%
Std Deviation
-33.64%
Max Drawdown
52months
Recovery Period

As of May 2026, in the previous 30 Years, the Bill Schultheis Coffeehouse Portfolio obtained a 7.62% compound annual return, with a 9.90% standard deviation. It suffered a maximum drawdown of -33.93% that required 36 months to be recovered.

As of May 2026, in the previous 30 Years, the Stocks/Bonds 60/40 Momentum Portfolio obtained a 10.02% compound annual return, with a 10.01% standard deviation. It suffered a maximum drawdown of -32.52% that required 40 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bill Schultheis Coffeehouse Portfolio

Weight (%)	Ticker	Name
10.00	IJR	iShares Core S&P Small-Cap
10.00	IJS	iShares S&P Small-Cap 600 Value
10.00	VTV	Vanguard Value
10.00	VEU	Vanguard FTSE All-World ex-US
10.00	VNQ	Vanguard Real Estate
10.00	VV	Vanguard Large-Cap
40.00	BND	Vanguard Total Bond Market

Stocks/Bonds 60/40 Momentum Portfolio

Weight (%)	Ticker	Name
60.00	MTUM	iShares Edge MSCI USA Momentum Fctr
40.00	BND	Vanguard Total Bond Market

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Portfolio Returns as of May 31, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/06 - 2026/05)

All Data
(1982/01 - 2026/05)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Coffeehouse Bill Schultheis	1 $	9.05 $	804.67%	7.62%
Stocks/Bonds 60/40 Momentum	1 $	17.55 $	1 654.71%	10.02%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Coffeehouse Bill Schultheis	1 $	4.24 $	323.54%	4.93%
Stocks/Bonds 60/40 Momentum	1 $	8.22 $	721.51%	7.27%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Coffeehouse Bill Schultheis	1 $	62.18 $	6 118.14%	9.74%
Stocks/Bonds 60/40 Momentum	1 $	130.87 $	12 987.42%	11.60%
	Jan 1982	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Coffeehouse Bill Schultheis	1 $	17.52 $	1 651.54%	6.66%
Stocks/Bonds 60/40 Momentum	1 $	36.86 $	3 586.50%	8.46%
	Jan 1982	May 2026

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		Return (%) as of May 31, 2026
		YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~44Y)
	Coffeehouse Bill Schultheis	7.87	1.46	8.00	18.72	5.12	7.34	7.62	9.74
	Stocks/Bonds 60/40 Momentum -- Market Benchmark	15.96	7.16	16.05	24.33	8.90	10.97	10.02	11.60
Returns over 1 year are annualized.

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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 June 2025 - 31 May 2026 (1 year)

Period: 1 June 2021 - 31 May 2026 (5 years)

Period: 1 June 2016 - 31 May 2026 (10 years)

Period: 1 June 1996 - 31 May 2026 (30 years)

Period: 1 January 1982 - 31 May 2026 (~44 years)

1 Year

5 Years

10 Years

30 Years

All (1982/01 - 2026/05)

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	Coffeehouse	Stocks/Bonds 60/40 Momentum
Author	Bill Schultheis
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	18.72	24.33
Infl. Adjusted (%)	13.95	19.34
DRAWDOWN
Deepest Drawdown Depth (%)	-3.90	-3.77
Start to Recovery (months)	2	3
Longest Drawdown Depth (%)	-3.90	-1.11
Start to Recovery (months)	2	4
Longest Negative Period (months)	2	6
RISK INDICATORS
Standard Deviation (%)	7.42	12.97
Sharpe Ratio	2.00	1.58
Sortino Ratio	2.57	2.76
Ulcer Index	1.08	1.13
Ratio: Return / Standard Deviation	2.52	1.88
Ratio: Return / Deepest Drawdown	4.80	6.45
Metrics calculated over the period 1 June 2025 - 31 May 2026

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	Coffeehouse	Stocks/Bonds 60/40 Momentum
Author	Bill Schultheis
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	5.12	8.90
Infl. Adjusted (%)	0.62	4.24
DRAWDOWN
Deepest Drawdown Depth (%)	-19.65	-24.21
Start to Recovery (months)	31	32
Longest Drawdown Depth (%)	-19.65	-24.21
Start to Recovery (months)	31	32
Longest Negative Period (months)	35	34
RISK INDICATORS
Standard Deviation (%)	11.45	12.94
Sharpe Ratio	0.15	0.42
Sortino Ratio	0.21	0.59
Ulcer Index	7.47	11.48
Ratio: Return / Standard Deviation	0.45	0.69
Ratio: Return / Deepest Drawdown	0.26	0.37
Metrics calculated over the period 1 June 2021 - 31 May 2026

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	Coffeehouse	Stocks/Bonds 60/40 Momentum
Author	Bill Schultheis
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	7.34	10.97
Infl. Adjusted (%)	3.83	7.34
DRAWDOWN
Deepest Drawdown Depth (%)	-19.65	-24.21
Start to Recovery (months)	31	32
Longest Drawdown Depth (%)	-19.65	-24.21
Start to Recovery (months)	31	32
Longest Negative Period (months)	36	40
RISK INDICATORS
Standard Deviation (%)	10.62	11.42
Sharpe Ratio	0.49	0.77
Sortino Ratio	0.64	1.05
Ulcer Index	5.80	8.37
Ratio: Return / Standard Deviation	0.69	0.96
Ratio: Return / Deepest Drawdown	0.37	0.45
Metrics calculated over the period 1 June 2016 - 31 May 2026

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	Coffeehouse	Stocks/Bonds 60/40 Momentum
Author	Bill Schultheis
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	7.62	10.02
Infl. Adjusted (%)	4.93	7.27
DRAWDOWN
Deepest Drawdown Depth (%)	-33.93	-32.52
Start to Recovery (months)	36	40
Longest Drawdown Depth (%)	-33.93	-21.14
Start to Recovery (months)	36	41
Longest Negative Period (months)	62	53
RISK INDICATORS
Standard Deviation (%)	9.90	10.01
Sharpe Ratio	0.55	0.78
Sortino Ratio	0.71	1.05
Ulcer Index	6.17	8.23
Ratio: Return / Standard Deviation	0.77	1.00
Ratio: Return / Deepest Drawdown	0.22	0.31
Metrics calculated over the period 1 June 1996 - 31 May 2026

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	Coffeehouse	Stocks/Bonds 60/40 Momentum
Author	Bill Schultheis
ASSET ALLOCATION
Stocks	60%	60%
Fixed Income	40%	40%
Commodities	0%	0%
PERFORMANCES
Annualized Return (%)	9.74	11.60
Infl. Adjusted (%)	6.66	8.46
DRAWDOWN
Deepest Drawdown Depth (%)	-33.93	-32.52
Start to Recovery (months)	36	40
Longest Drawdown Depth (%)	-33.93	-21.14
Start to Recovery (months)	36	41
Longest Negative Period (months)	62	53
RISK INDICATORS
Standard Deviation (%)	9.60	10.03
Sharpe Ratio	0.64	0.80
Sortino Ratio	0.84	1.07
Ulcer Index	5.36	7.21
Ratio: Return / Standard Deviation	1.01	1.16
Ratio: Return / Deepest Drawdown	0.29	0.36
Metrics calculated over the period 1 January 1982 - 31 May 2026

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON

Period: 1 June 1996 - 31 May 2026 (30 years)

Period: 1 January 1982 - 31 May 2026 (~44 years)

30 Years
(1996/06 - 2026/05)

Chart Table

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Coffeehouse			Stocks/Bonds 60/40 Momentum
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-33.93	36	Nov 2007 Oct 2010
			-32.52	40	Nov 2007 Feb 2011
			-24.21	32	Nov 2021 Jun 2024
			-21.14	41	Sep 2000 Jan 2004
-19.65	31	Jan 2022 Jul 2024
-15.36	11	Jan 2020 Nov 2020
-11.30	14	May 2002 Jun 2003
-10.79	8	May 1998 Dec 1998
			-10.73	5	Feb 2020 Jun 2020
-10.66	9	May 2011 Jan 2012
			-9.29	9	Oct 2018 Jun 2019
-9.00	8	Sep 2018 Apr 2019
			-7.14	9	May 2011 Jan 2012
-6.90	14	Feb 2001 Mar 2002
			-6.78	3	Aug 1998 Oct 1998

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Coffeehouse			Stocks/Bonds 60/40 Momentum
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-33.93	36	Nov 2007 Oct 2010
			-32.52	40	Nov 2007 Feb 2011
			-24.21	32	Nov 2021 Jun 2024
			-21.14	41	Sep 2000 Jan 2004
			-20.08	21	Sep 1987 May 1989
-19.65	31	Jan 2022 Jul 2024
-15.68	14	Sep 1987 Oct 1988
-15.36	11	Jan 2020 Nov 2020
-11.30	14	May 2002 Jun 2003
-10.79	8	May 1998 Dec 1998
			-10.73	5	Feb 2020 Jun 2020
-10.73	14	Jan 1990 Feb 1991
-10.66	9	May 2011 Jan 2012
			-9.29	9	Oct 2018 Jun 2019
-9.00	8	Sep 2018 Apr 2019

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

Annualized Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 January 1982 - 31 May 2026 (~44 years)

Rolling Period:

Coffeehouse
Stocks/Bonds 60/40 Momentum

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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	Coffeehouse		Stocks/Bonds 60/40 Momentum
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	7.87	-3.90	15.96	-3.77
2025	10.97	-3.35	16.12	-4.38
2024	7.31	-4.27	20.29	-4.38
2023	11.65	-9.20	7.65	-5.48
2022	-14.38	-19.65	-16.20	-21.97
2021	15.24	-2.68	7.27	-2.88
2020	7.45	-15.36	20.99	-10.73
2019	18.99	-3.17	19.89	-0.92
2018	-5.19	-9.00	-1.04	-9.29
2017	11.02	-0.14	23.93	0.00
2016	11.04	-2.64	4.01	-3.57
2015	-0.91	-5.61	5.58	-4.61
2014	8.90	-2.75	11.10	-2.40
2013	15.45	-2.56	19.91	-2.13
2012	11.51	-3.93	10.22	-3.51
2011	2.80	-10.66	6.73	-7.14
2010	14.67	-7.05	13.29	-6.43
2009	17.77	-15.43	11.92	-12.79
2008	-18.65	-23.09	-21.83	-24.08
2007	2.67	-4.24	13.35	-1.41
2006	15.13	-2.29	8.04	-2.23
2005	6.39	-2.22	12.44	-0.99
2004	13.96	-4.05	11.72	-2.06
2003	23.09	-2.53	17.18	-1.95
2002	-4.97	-11.30	-4.07	-11.25
2001	2.01	-6.90	-7.04	-13.57
2000	7.25	-3.83	-1.21	-6.50
1999	8.30	-3.23	23.95	-1.65
1998	7.16	-10.79	32.69	-6.78
1997	17.88	-2.22	25.89	-3.48
1996	13.71	-2.62	19.33	-2.32
1995	22.24	-1.06	32.67	0.00
1994	-0.93	-5.85	-1.72	-6.35
1993	15.63	-2.89	11.81	-0.99
1992	9.77	-1.73	5.45	-2.52
1991	24.84	-2.96	28.24	-2.57
1990	-5.30	-10.73	4.36	-7.66
1989	17.31	-1.45	31.11	-1.20
1988	15.77	-1.69	7.18	-3.36
1987	2.99	-15.68	2.02	-20.08
1986	20.45	-3.64	19.66	-5.55
1985	29.40	-1.69	28.33	-1.52
1984	10.29	-5.60	5.51	-7.11
1983	19.62	-2.03	12.26	-3.09
1982	25.69	-2.93	30.72	-2.23

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of May 31, 2026

Portfolio Metrics as of May 31, 2026

Drawdowns

Rolling Returns

Yearly Returns