-33.1%
NKE vs HUT
+422.3%
-455.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -1.3% |
| 7D | -2.0% | +17.8% | -19.8% | -2.9% |
| 30D | -8.6% | +0.8% | -9.4% | -8.8% |
| 3M | -11.0% | -26.8% | +15.7% | -10.3% |
| 6M | -33.2% | +72.6% | -105.8% | -36.3% |
| YTD | -38.1% | +103.6% | -141.8% | -41.9% |
| 1Y | -47.4% | +265.3% | -312.6% | -52.9% |
| 3Y | -59.8% | +689.4% | -749.2% | -67.7% |
| 5Y | -74.2% | +75.3% | -149.6% | -79.1% |
| All | -33.1% | +422.3% | -455.4% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling