-74.8%
NKE vs HAL
+100.4%
-175.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -5.5% | -3.3% | -2.3% | -4.9% |
| 30D | -10.4% | +7.2% | -17.6% | -11.8% |
| 3M | -15.8% | -8.8% | -7.0% | -14.4% |
| 6M | -33.4% | +3.0% | -36.4% | -34.4% |
| YTD | -41.0% | +29.4% | -70.4% | -44.9% |
| 1Y | -49.1% | +62.8% | -111.9% | -55.1% |
| 3Y | -59.8% | -6.4% | -53.4% | -61.4% |
| All | -74.8% | +100.4% | -175.3% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 5y: compounded portfolio wealth divided by compounded HAL 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…
5y analysis · Full analysis span regression · 6 months rolling