-74.7%
NKE vs HL
+235.2%
-309.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -4.2% | -4.4% | +0.2% | -3.7% |
| 30D | -8.2% | +9.3% | -17.5% | -9.2% |
| 3M | -19.1% | +32.0% | -51.1% | -21.8% |
| 6M | -32.6% | -6.4% | -26.2% | -32.9% |
| YTD | -40.7% | +3.1% | -43.9% | -42.1% |
| 1Y | -48.9% | +77.6% | -126.4% | -53.7% |
| 3Y | -59.2% | +392.8% | -452.1% | -69.5% |
| All | -74.7% | +235.2% | -309.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling