+5,990.1%
NKE vs HRB
+3,081.6%
+2,908.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -2.3% | -10.6% | +8.3% | +0.4% |
| 30D | -10.4% | -0.8% | -9.5% | -10.7% |
| 3M | -15.5% | +19.1% | -34.5% | -19.8% |
| 6M | -32.6% | +48.7% | -81.3% | -40.3% |
| YTD | -39.8% | +7.1% | -46.9% | -42.2% |
| 1Y | -47.6% | -8.3% | -39.3% | -47.7% |
| 3Y | -59.0% | +25.8% | -84.8% | -63.2% |
| 5Y | -74.9% | +111.1% | -186.0% | -80.7% |
| 10Y | -21.9% | +206.6% | -228.5% | -49.6% |
| All | +5,990.1% | +3,081.6% | +2,908.5% | +1,348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling