-47.4%
NKE vs BHP
+69.4%
-116.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -2.0% | -2.9% | +0.9% | -1.6% |
| 30D | -8.6% | +3.4% | -12.0% | -9.0% |
| 3M | -11.0% | +4.1% | -15.1% | -11.7% |
| 6M | -33.2% | +20.6% | -53.8% | -36.3% |
| YTD | -38.1% | +56.1% | -94.2% | -44.7% |
| 1Y | -47.4% | +69.6% | -117.0% | -54.8% |
| All | -47.4% | +69.4% | -116.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling