-33.4%
NKE vs BHP
+21.3%
-54.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -1.4% |
| 7D | -5.5% | -3.7% | -1.8% | -5.1% |
| 30D | -10.4% | -0.8% | -9.6% | -10.3% |
| 3M | -15.8% | +7.6% | -23.4% | -16.9% |
| 6M | -33.4% | +20.8% | -54.2% | -37.5% |
| All | -33.4% | +21.3% | -54.7% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling