+5,871.1%
NKE vs HPQ
+3,077.5%
+2,793.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -5.5% | +3.5% | -9.0% | -6.5% |
| 30D | -10.4% | +13.7% | -24.1% | -13.7% |
| 3M | -15.8% | +33.9% | -49.7% | -22.7% |
| 6M | -33.4% | +80.9% | -114.3% | -44.3% |
| YTD | -41.0% | +52.6% | -93.6% | -48.4% |
| 1Y | -49.1% | +21.2% | -70.3% | -52.7% |
| 3Y | -59.8% | +26.9% | -86.7% | -63.7% |
| 5Y | -75.5% | +41.1% | -116.6% | -78.6% |
| 10Y | -23.5% | +229.6% | -253.0% | -47.4% |
| All | +5,871.1% | +3,077.5% | +2,793.5% | +1,568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling