+1,213.6%
NKE vs HIG
+987.6%
+225.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -2.3% | -0.5% | -1.9% | -2.3% |
| 30D | -10.4% | -2.8% | -7.5% | -9.9% |
| 3M | -15.5% | +6.3% | -21.8% | -16.4% |
| 6M | -32.6% | -0.1% | -32.5% | -32.7% |
| YTD | -39.8% | +0.4% | -40.3% | -39.9% |
| 1Y | -47.6% | +6.2% | -53.8% | -48.2% |
| 3Y | -59.0% | +101.6% | -160.6% | -63.6% |
| 5Y | -74.9% | +119.8% | -194.8% | -78.1% |
| 10Y | -21.9% | +311.7% | -333.7% | -39.3% |
| All | +1,213.6% | +987.6% | +225.9% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling