-12.5%
NKE vs HWM
+1,487.1%
-1,499.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -1.6% | +7.3% | -8.8% | -3.5% |
| 30D | +7.6% | +1.6% | +6.0% | +6.6% |
| 3M | -6.9% | -21.9% | +15.0% | -1.2% |
| 6M | -8.5% | -19.0% | +10.5% | -4.3% |
| YTD | -38.8% | +7.9% | -46.7% | -41.7% |
| 1Y | -40.6% | +9.9% | -50.5% | -43.8% |
| 3Y | -60.9% | +342.1% | -403.0% | -76.6% |
| 5Y | -75.4% | +600.8% | -676.2% | -87.3% |
| All | -12.5% | +1,487.1% | -1,499.6% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling