-75.5%
NKE vs HD
+3.9%
-79.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -0.9% |
| 7D | -5.5% | -3.9% | -1.7% | -3.0% |
| 30D | -10.4% | -13.1% | +2.7% | -1.7% |
| 3M | -15.8% | -3.4% | -12.4% | -14.2% |
| 6M | -33.4% | -12.6% | -20.9% | -27.7% |
| YTD | -41.0% | -9.2% | -31.8% | -37.7% |
| 1Y | -49.1% | -23.9% | -25.1% | -39.5% |
| 3Y | -59.8% | +0.4% | -60.2% | -61.1% |
| 5Y | -75.5% | +4.5% | -80.0% | -77.3% |
| All | -75.5% | +3.9% | -79.4% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling