+343.2%
NKE vs HBM
+649.7%
-306.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -2.3% | +5.5% | -7.8% | -3.1% |
| 30D | -10.4% | +3.3% | -13.6% | -11.0% |
| 3M | -15.5% | +12.7% | -28.1% | -17.5% |
| 6M | -32.6% | +28.2% | -60.8% | -36.2% |
| YTD | -39.8% | +45.3% | -85.1% | -44.4% |
| 1Y | -47.6% | +121.7% | -169.3% | -54.7% |
| 3Y | -59.0% | +523.5% | -582.5% | -70.4% |
| 5Y | -74.9% | +393.9% | -468.8% | -81.9% |
| 10Y | -21.9% | +647.9% | -669.8% | -52.1% |
| All | +343.2% | +649.7% | -306.5% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling