-74.7%
NKE vs HPQ
+51.9%
-126.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -2.6% |
| 7D | -4.2% | +9.8% | -13.9% | -7.7% |
| 30D | -8.2% | +22.4% | -30.5% | -15.4% |
| 3M | -19.1% | +45.2% | -64.2% | -30.7% |
| 6M | -32.6% | +96.4% | -129.1% | -50.2% |
| YTD | -40.7% | +65.4% | -106.1% | -52.9% |
| 1Y | -48.9% | +31.6% | -80.4% | -55.3% |
| 3Y | -59.2% | +37.0% | -96.3% | -66.8% |
| All | -74.7% | +51.9% | -126.6% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling