-12.5%
NKE vs HAS
+97.5%
-110.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.6% | +1.4% | -2.9% | -2.1% |
| 30D | +7.6% | +26.3% | -18.7% | -2.2% |
| 3M | -6.9% | +25.6% | -32.5% | -15.3% |
| 6M | -8.5% | +30.3% | -38.8% | -18.8% |
| YTD | -38.8% | +50.4% | -89.2% | -48.9% |
| 1Y | -40.6% | +57.7% | -98.3% | -51.4% |
| 3Y | -60.9% | +213.4% | -274.3% | -76.2% |
| 5Y | -75.4% | +49.1% | -124.5% | -80.2% |
| All | -12.5% | +97.5% | -110.0% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling