-48.9%
NKE vs HUT
+216.7%
-265.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | +0.6% |
| 7D | -4.2% | +5.4% | -9.6% | -4.1% |
| 30D | -8.2% | +8.6% | -16.8% | -8.0% |
| 3M | -19.1% | -15.2% | -3.9% | -18.8% |
| 6M | -32.6% | +92.9% | -125.5% | -33.1% |
| YTD | -40.7% | +114.6% | -155.3% | -40.7% |
| 1Y | -48.9% | +208.5% | -257.4% | -51.8% |
| All | -48.9% | +216.7% | -265.6% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling