-48.9%
NKE vs HBM
+97.2%
-146.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -4.1% |
| 30D | -8.2% | -4.8% | -3.4% | -8.1% |
| 3M | -19.1% | -0.4% | -18.7% | -18.8% |
| 6M | -32.6% | +17.9% | -50.5% | -33.3% |
| YTD | -40.7% | +33.7% | -74.4% | -42.2% |
| 1Y | -48.9% | +95.6% | -144.5% | -52.5% |
| All | -48.9% | +97.2% | -146.1% | -52.5% |
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