-48.9%
NKE vs HL
+82.6%
-131.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -4.2% | -4.4% | +0.2% | -4.0% |
| 30D | -8.2% | +9.3% | -17.5% | -8.7% |
| 3M | -19.1% | +32.0% | -51.1% | -20.3% |
| 6M | -32.6% | -6.4% | -26.2% | -32.7% |
| YTD | -40.7% | +3.1% | -43.9% | -41.2% |
| 1Y | -48.9% | +77.6% | -126.4% | -52.3% |
| All | -48.9% | +82.6% | -131.5% | -52.3% |
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