-75.5%
NKE vs HWM
+624.6%
-700.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.3% |
| 7D | -5.5% | -12.5% | +7.0% | -1.9% |
| 30D | -10.4% | -19.0% | +8.6% | -4.9% |
| 3M | -15.8% | -8.6% | -7.2% | -14.4% |
| 6M | -33.4% | -10.2% | -23.3% | -32.3% |
| YTD | -41.0% | +11.3% | -52.3% | -44.6% |
| 1Y | -49.1% | +24.3% | -73.3% | -54.3% |
| 3Y | -59.8% | +382.3% | -442.1% | -81.2% |
| 5Y | -75.5% | +640.6% | -716.1% | -90.8% |
| All | -75.5% | +624.6% | -700.1% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling