-59.2%
NKE vs BHP
+71.6%
-130.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -3.6% | -0.6% | -3.3% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -19.1% | +1.2% | -20.3% | -19.7% |
| 6M | -32.6% | +21.4% | -54.0% | -37.4% |
| YTD | -40.7% | +50.4% | -91.1% | -49.2% |
| 1Y | -48.9% | +67.5% | -116.4% | -58.0% |
| 3Y | -59.2% | +72.8% | -132.1% | -68.2% |
| All | -59.2% | +71.6% | -130.8% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling