-47.4%
NKE vs HL
+134.7%
-182.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -2.0% | +1.5% | -3.5% | -2.1% |
| 30D | -8.6% | +25.1% | -33.6% | -9.7% |
| 3M | -11.0% | +22.9% | -33.9% | -12.1% |
| 6M | -33.2% | -4.9% | -28.3% | -33.4% |
| YTD | -38.1% | +7.8% | -46.0% | -38.8% |
| 1Y | -47.4% | +133.9% | -181.2% | -50.6% |
| All | -47.4% | +134.7% | -182.0% | -50.6% |
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