+5,871.1%
NKE vs BHP
+7,637.4%
-1,766.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.4% | -0.5% |
| 7D | -5.5% | -3.7% | -1.8% | -4.6% |
| 30D | -10.4% | -0.8% | -9.6% | -10.3% |
| 3M | -15.8% | +7.6% | -23.4% | -18.0% |
| 6M | -33.4% | +20.8% | -54.2% | -37.5% |
| YTD | -41.0% | +50.8% | -91.8% | -48.2% |
| 1Y | -49.1% | +70.9% | -120.0% | -56.9% |
| 3Y | -59.8% | +78.0% | -137.8% | -66.7% |
| 5Y | -75.5% | +113.1% | -188.6% | -80.9% |
| 10Y | -23.5% | +483.0% | -506.5% | -55.7% |
| All | +5,871.1% | +7,637.4% | -1,766.4% | +1,380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling