-31.7%
NKE vs HRB
+16.9%
-48.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +4.6% |
| 7D | +9.0% | +16.0% | -7.1% | +6.7% |
| 30D | +19.2% | +32.1% | -12.8% | +14.8% |
| 3M | -1.5% | +21.5% | -23.0% | -4.2% |
| 6M | -4.2% | +82.1% | -86.3% | -11.1% |
| YTD | -34.8% | +31.6% | -66.4% | -35.6% |
| 1Y | -31.7% | +15.9% | -47.6% | -30.1% |
| All | -31.7% | +16.9% | -48.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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