-47.4%
NKE vs HPQ
+19.5%
-66.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | -2.0% | +6.9% | -8.9% | -3.2% |
| 30D | -8.6% | +14.4% | -23.0% | -10.8% |
| 3M | -11.0% | +25.6% | -36.7% | -14.9% |
| 6M | -33.2% | +75.0% | -108.3% | -41.6% |
| YTD | -38.1% | +50.7% | -88.8% | -43.4% |
| 1Y | -47.4% | +18.7% | -66.0% | -50.4% |
| All | -47.4% | +19.5% | -66.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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