+6,161.3%
NKE vs HD
+31,989.9%
-25,828.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.0% | -2.1% | 0.0% | -1.1% |
| 30D | -8.6% | -8.4% | -0.2% | -5.1% |
| 3M | -11.0% | +4.3% | -15.4% | -12.8% |
| 6M | -33.2% | -11.1% | -22.1% | -30.0% |
| YTD | -38.1% | -4.7% | -33.5% | -37.1% |
| 1Y | -47.4% | -19.8% | -27.5% | -42.4% |
| 3Y | -59.8% | +4.1% | -63.9% | -60.7% |
| 5Y | -74.2% | +10.3% | -84.5% | -75.4% |
| 10Y | -23.5% | +203.2% | -226.6% | -51.7% |
| All | +6,161.3% | +31,989.9% | -25,828.5% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling