-75.3%
NKE vs HST
+82.3%
-157.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.6% | +3.6% | -5.1% | -3.3% |
| 30D | +7.6% | +11.2% | -3.6% | +2.1% |
| 3M | -6.9% | +13.1% | -20.0% | -12.4% |
| 6M | -8.5% | +23.9% | -32.4% | -18.2% |
| YTD | -38.8% | +52.3% | -91.1% | -50.7% |
| 1Y | -40.6% | +56.7% | -97.2% | -52.8% |
| 3Y | -60.9% | +87.5% | -148.4% | -72.3% |
| All | -75.3% | +82.3% | -157.6% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling