+780.5%
NKE vs HDB
+3,694.0%
-2,913.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | 0.0% |
| 7D | -0.1% | -2.0% | +2.0% | +0.5% |
| 30D | -7.7% | -4.9% | -2.8% | -6.5% |
| 3M | -10.9% | -2.3% | -8.6% | -10.7% |
| 6M | -31.9% | -23.7% | -8.1% | -27.4% |
| YTD | -38.6% | -38.5% | -0.1% | -31.0% |
| 1Y | -46.9% | -36.5% | -10.5% | -41.0% |
| 3Y | -58.2% | -28.5% | -29.7% | -55.5% |
| 5Y | -74.0% | -37.4% | -36.6% | -71.7% |
| 10Y | -21.6% | +34.0% | -55.6% | -32.0% |
| All | +780.5% | +3,694.0% | -2,913.5% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling