-35.7%
NKE vs HPE
+585.6%
-621.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.2% | +4.3% | -0.3% |
| 7D | -5.5% | +1.4% | -7.0% | -6.1% |
| 30D | -10.4% | +1.5% | -12.0% | -11.4% |
| 3M | -15.8% | +21.7% | -37.6% | -21.8% |
| 6M | -33.4% | +164.2% | -197.6% | -53.1% |
| YTD | -41.0% | +132.1% | -173.1% | -56.8% |
| 1Y | -49.1% | +130.6% | -179.7% | -62.9% |
| 3Y | -59.8% | +244.1% | -303.9% | -75.9% |
| 5Y | -75.5% | +340.8% | -416.3% | -86.7% |
| 10Y | -23.5% | +500.2% | -523.6% | -64.5% |
| All | -35.7% | +585.6% | -621.4% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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