-31.7%
NKE vs HLT
+46.7%
-78.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +3.9% |
| 7D | +9.0% | +7.7% | +1.3% | +6.1% |
| 30D | +19.2% | +19.1% | +0.1% | +12.3% |
| 3M | -1.5% | +20.7% | -22.2% | -7.7% |
| 6M | -4.2% | +21.0% | -25.2% | -10.4% |
| YTD | -34.8% | +31.3% | -66.0% | -40.0% |
| 1Y | -31.7% | +45.9% | -77.6% | -39.5% |
| All | -31.7% | +46.7% | -78.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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