-74.6%
NKE vs HAS
+51.6%
-126.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.4% |
| 7D | +0.5% | +3.3% | -2.8% | -0.9% |
| 30D | +11.4% | +30.5% | -19.1% | -1.1% |
| 3M | -7.2% | +29.9% | -37.1% | -17.6% |
| 6M | -10.7% | +26.5% | -37.2% | -20.4% |
| YTD | -37.7% | +51.9% | -89.6% | -49.3% |
| 1Y | -34.3% | +60.9% | -95.2% | -48.0% |
| 3Y | -60.9% | +215.0% | -275.9% | -77.9% |
| All | -74.6% | +51.6% | -126.2% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling