-74.7%
NKE vs HBM
+327.6%
-402.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.2% | -3.3% | -0.9% | -3.7% |
| 30D | -8.2% | -4.8% | -3.4% | -7.7% |
| 3M | -19.1% | -0.4% | -18.7% | -19.8% |
| 6M | -32.6% | +17.9% | -50.5% | -36.2% |
| YTD | -40.7% | +33.7% | -74.4% | -45.8% |
| 1Y | -48.9% | +95.6% | -144.5% | -57.2% |
| 3Y | -59.2% | +458.1% | -517.4% | -74.3% |
| All | -74.7% | +327.6% | -402.3% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling