-48.9%
NKE vs HPQ
+30.7%
-79.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -0.9% |
| 7D | -4.2% | +9.8% | -13.9% | -5.7% |
| 30D | -8.2% | +22.4% | -30.5% | -11.5% |
| 3M | -19.1% | +45.2% | -64.2% | -24.6% |
| 6M | -32.6% | +96.4% | -129.1% | -42.6% |
| YTD | -40.7% | +65.4% | -106.1% | -46.7% |
| 1Y | -48.9% | +31.6% | -80.4% | -52.3% |
| All | -48.9% | +30.7% | -79.6% | -52.3% |
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