-33.8%
NKE vs HUT
+221.4%
-255.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +1.0% |
| 7D | -1.6% | +9.3% | -10.9% | -2.0% |
| 30D | +7.6% | -23.1% | +30.7% | +8.5% |
| 3M | -6.9% | -30.6% | +23.7% | -6.0% |
| 6M | -8.5% | -46.9% | +38.3% | -7.1% |
| YTD | -38.8% | +25.3% | -64.1% | -41.5% |
| 1Y | -40.6% | +59.8% | -100.4% | -44.3% |
| 3Y | -60.9% | +467.2% | -528.1% | -68.3% |
| 5Y | -75.4% | -24.6% | -50.7% | -79.4% |
| All | -33.8% | +221.4% | -255.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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