-24.0%
NKE vs BHP
+496.8%
-520.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -3.6% | -0.6% | -2.9% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -19.1% | +1.2% | -20.3% | -20.1% |
| 6M | -32.6% | +21.4% | -54.0% | -38.3% |
| YTD | -40.7% | +50.4% | -91.1% | -50.4% |
| 1Y | -48.9% | +67.5% | -116.4% | -59.1% |
| 3Y | -59.2% | +72.8% | -132.1% | -68.4% |
| 5Y | -75.3% | +112.6% | -187.9% | -82.8% |
| All | -24.0% | +496.8% | -520.9% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling