-31.7%
NKE vs HAS
+66.3%
-98.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.2% | +4.3% |
| 7D | +9.0% | +2.4% | +6.5% | +8.2% |
| 30D | +19.2% | +31.6% | -12.4% | +9.6% |
| 3M | -1.5% | +33.9% | -35.3% | -10.0% |
| 6M | -4.2% | +31.4% | -35.6% | -12.7% |
| YTD | -34.8% | +51.6% | -86.4% | -45.7% |
| 1Y | -31.7% | +65.2% | -96.9% | -47.0% |
| All | -31.7% | +66.3% | -98.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling