-31.7%
NKE vs THC
+46.1%
-77.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.6% | -4.4% | +4.3% |
| 7D | +9.0% | +8.8% | +0.1% | +8.1% |
| 30D | +19.2% | +12.6% | +6.6% | +18.0% |
| 3M | -1.5% | +15.4% | -16.8% | -2.6% |
| 6M | -4.2% | +57.7% | -61.9% | -7.2% |
| YTD | -34.8% | +47.1% | -81.8% | -36.2% |
| 1Y | -31.7% | +40.7% | -72.4% | -32.9% |
| All | -31.7% | +46.1% | -77.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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