-47.4%
NKE vs HIG
+5.1%
-52.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -8.6% | -3.2% | -5.4% | -7.8% |
| 3M | -11.0% | +9.1% | -20.2% | -13.2% |
| 6M | -33.2% | -1.8% | -31.4% | -32.5% |
| YTD | -38.1% | +1.8% | -39.9% | -38.2% |
| 1Y | -47.4% | +4.6% | -51.9% | -47.8% |
| All | -47.4% | +5.1% | -52.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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