-31.7%
NKE vs HBM
+47.3%
-79.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +5.2% |
| 7D | +9.0% | -5.8% | +14.8% | +9.0% |
| 30D | +19.2% | -18.5% | +37.7% | +19.3% |
| 3M | -1.5% | -10.3% | +8.8% | -1.6% |
| 6M | -4.2% | +2.1% | -6.3% | -4.6% |
| YTD | -34.8% | +12.0% | -46.8% | -35.0% |
| 1Y | -31.7% | +49.8% | -81.4% | -32.9% |
| All | -31.7% | +47.3% | -79.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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