-12.5%
NKE vs HST
+133.7%
-146.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.6% | +3.6% | -5.1% | -2.9% |
| 30D | +7.6% | +11.2% | -3.6% | +3.4% |
| 3M | -6.9% | +13.1% | -20.0% | -11.1% |
| 6M | -8.5% | +23.9% | -32.4% | -15.9% |
| YTD | -38.8% | +52.3% | -91.1% | -47.9% |
| 1Y | -40.6% | +56.7% | -97.2% | -50.0% |
| 3Y | -60.9% | +87.5% | -148.4% | -69.5% |
| 5Y | -75.4% | +82.8% | -158.2% | -80.9% |
| All | -12.5% | +133.7% | -146.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling