-48.9%
NKE vs HDB
-33.5%
-15.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -0.7% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -8.2% | +1.0% | -9.2% | -8.4% |
| 3M | -19.1% | -2.0% | -17.1% | -19.3% |
| 6M | -32.6% | -18.1% | -14.5% | -31.5% |
| YTD | -40.7% | -36.1% | -4.6% | -41.0% |
| 1Y | -48.9% | -34.0% | -14.8% | -49.2% |
| All | -48.9% | -33.5% | -15.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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