+260.5%
NKE vs HYG
+151.7%
+108.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -0.7% | -3.5% | -3.4% |
| 30D | -8.2% | -0.7% | -7.5% | -7.4% |
| 3M | -19.1% | -0.2% | -18.9% | -18.9% |
| 6M | -32.6% | +1.4% | -34.1% | -33.6% |
| YTD | -40.7% | +1.5% | -42.2% | -41.6% |
| 1Y | -48.9% | +2.9% | -51.8% | -50.3% |
| 3Y | -59.2% | +25.6% | -84.9% | -67.9% |
| 5Y | -75.3% | +18.6% | -93.9% | -79.1% |
| 10Y | -23.1% | +55.7% | -78.8% | -48.0% |
| All | +260.5% | +151.7% | +108.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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