-31.7%
NKE vs HL
+22.6%
-54.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +13.2% | -7.9% | +4.6% |
| 7D | +9.0% | +0.2% | +8.8% | +8.8% |
| 30D | +19.2% | -12.1% | +31.3% | +19.5% |
| 3M | -1.5% | -2.8% | +1.4% | -1.9% |
| 6M | -4.2% | -14.9% | +10.7% | -4.4% |
| YTD | -34.8% | -22.0% | -12.7% | -34.1% |
| 1Y | -31.7% | +25.0% | -56.7% | -31.9% |
| All | -31.7% | +22.6% | -54.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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