-31.3%
NKE vs HUT
+115.1%
-146.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.1% | -0.7% |
| 7D | -0.1% | +28.3% | -28.3% | +0.3% |
| 30D | -7.7% | +12.3% | -20.0% | -7.5% |
| 3M | -10.9% | -16.8% | +5.9% | -9.9% |
| All | -31.3% | +115.1% | -146.3% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling