-24.4%
NKE vs HST
+109.4%
-133.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -10.4% | -0.7% | -9.8% | -10.2% |
| 3M | -15.8% | -4.0% | -11.8% | -14.8% |
| 6M | -33.4% | +20.7% | -54.1% | -38.1% |
| YTD | -41.0% | +31.0% | -72.0% | -46.8% |
| 1Y | -49.1% | +36.2% | -85.3% | -54.8% |
| 3Y | -59.8% | +66.6% | -126.4% | -67.1% |
| 5Y | -75.5% | +75.8% | -151.3% | -80.5% |
| All | -24.4% | +109.4% | -133.8% | -41.9% |
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