-31.7%
NKE vs HD
-3.1%
-28.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +1.3% |
| 7D | +9.0% | +11.9% | -2.9% | +1.9% |
| 30D | +19.2% | +26.4% | -7.2% | +4.0% |
| 3M | -1.5% | +2.8% | -4.3% | -3.4% |
| 6M | -4.2% | +15.5% | -19.7% | -12.5% |
| YTD | -34.8% | +5.5% | -40.3% | -37.6% |
| 1Y | -31.7% | -4.6% | -27.1% | -31.2% |
| All | -31.7% | -3.1% | -28.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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