-48.9%
NKE vs HAS
+21.6%
-70.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -4.2% | -1.1% | -3.1% | -3.9% |
| 30D | -8.2% | -2.8% | -5.4% | -7.4% |
| 3M | -19.1% | +10.1% | -29.2% | -21.9% |
| 6M | -32.6% | -1.4% | -31.3% | -32.9% |
| YTD | -40.7% | +14.2% | -54.9% | -45.6% |
| 1Y | -48.9% | +18.2% | -67.0% | -55.6% |
| All | -48.9% | +21.6% | -70.5% | -55.6% |
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