-24.0%
NKE vs HLT
+590.2%
-614.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -1.6% | -2.6% | -3.5% |
| 30D | -8.2% | -5.0% | -3.2% | -6.1% |
| 3M | -19.1% | -10.4% | -8.7% | -15.2% |
| 6M | -32.6% | +3.2% | -35.9% | -34.0% |
| YTD | -40.7% | +6.7% | -47.5% | -42.9% |
| 1Y | -48.9% | +10.3% | -59.1% | -51.6% |
| 3Y | -59.2% | +99.3% | -158.6% | -70.8% |
| 5Y | -75.3% | +143.7% | -219.0% | -84.0% |
| All | -24.0% | +590.2% | -614.2% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling