-10.5%
NKE vs HWM
+1,494.1%
-1,504.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | -8.6% | -11.0% | +2.4% | -5.7% |
| 3M | -11.0% | +4.0% | -15.1% | -12.6% |
| 6M | -33.2% | -0.2% | -33.0% | -33.9% |
| YTD | -38.1% | +26.7% | -64.8% | -43.1% |
| 1Y | -47.4% | +44.7% | -92.1% | -53.7% |
| 3Y | -59.8% | +426.1% | -485.9% | -76.8% |
| 5Y | -74.2% | +738.5% | -812.7% | -87.2% |
| All | -10.5% | +1,494.1% | -1,504.6% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling