-32.6%
NKE vs HAL
+10.9%
-43.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -1.9% |
| 7D | -2.3% | -1.3% | -1.0% | -2.5% |
| 30D | -10.4% | +10.9% | -21.2% | -9.2% |
| 3M | -15.5% | -5.8% | -9.6% | -15.2% |
| 6M | -32.6% | +8.1% | -40.7% | -37.1% |
| All | -32.6% | +10.9% | -43.5% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling