-31.7%
NKE vs HPQ
+18.6%
-50.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.6% | +4.4% |
| 7D | +9.0% | -7.8% | +16.8% | +10.0% |
| 30D | +19.2% | -4.9% | +24.1% | +19.7% |
| 3M | -1.5% | +4.9% | -6.3% | -2.9% |
| 6M | -4.2% | +47.1% | -51.2% | -11.9% |
| YTD | -34.8% | +39.5% | -74.3% | -39.2% |
| 1Y | -31.7% | +21.3% | -53.0% | -34.2% |
| All | -31.7% | +18.6% | -50.3% | -34.2% |
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