+5,871.1%
NKE vs HL
+56.8%
+5,814.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.8% |
| 7D | -5.5% | -5.6% | +0.1% | -5.3% |
| 30D | -10.4% | +12.7% | -23.2% | -11.0% |
| 3M | -15.8% | +42.5% | -58.3% | -17.3% |
| 6M | -33.4% | -9.0% | -24.4% | -33.5% |
| YTD | -41.0% | +4.4% | -45.4% | -41.6% |
| 1Y | -49.1% | +82.7% | -131.7% | -50.9% |
| 3Y | -59.8% | +406.3% | -466.1% | -63.4% |
| 5Y | -75.5% | +238.2% | -313.6% | -77.5% |
| 10Y | -23.5% | +268.9% | -292.3% | -32.6% |
| All | +5,871.1% | +56.8% | +5,814.3% | +4,735.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling