-24.0%
NKE vs HD
+211.5%
-235.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | -4.2% | -3.8% | -0.3% | -1.8% |
| 30D | -8.2% | -9.4% | +1.2% | -2.3% |
| 3M | -19.1% | -4.6% | -14.5% | -17.0% |
| 6M | -32.6% | -10.1% | -22.5% | -28.4% |
| YTD | -40.7% | -8.3% | -32.4% | -37.9% |
| 1Y | -48.9% | -25.0% | -23.8% | -39.2% |
| 3Y | -59.2% | +1.5% | -60.8% | -60.5% |
| 5Y | -75.3% | +5.6% | -80.9% | -77.0% |
| All | -24.0% | +211.5% | -235.5% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling