-31.7%
NKE vs HWM
+5.4%
-37.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.3% | +9.5% | +5.2% |
| 7D | +9.0% | +9.4% | -0.4% | +8.7% |
| 30D | +19.2% | -7.0% | +26.2% | +18.8% |
| 3M | -1.5% | -25.9% | +24.4% | -1.6% |
| 6M | -4.2% | -10.8% | +6.6% | -4.9% |
| YTD | -34.8% | +4.3% | -39.1% | -31.7% |
| 1Y | -31.7% | +4.4% | -36.1% | -27.9% |
| All | -31.7% | +5.4% | -37.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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