-24.4%
NKE vs THC
+1,021.1%
-1,045.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -5.5% | 0.0% | -5.5% | -5.6% |
| 30D | -10.4% | +1.5% | -12.0% | -10.7% |
| 3M | -15.8% | +59.9% | -75.7% | -21.8% |
| 6M | -33.4% | +11.0% | -44.4% | -34.9% |
| YTD | -41.0% | +32.6% | -73.6% | -44.0% |
| 1Y | -49.1% | +37.4% | -86.4% | -52.1% |
| 3Y | -59.8% | +252.5% | -312.4% | -68.0% |
| 5Y | -75.5% | +262.3% | -337.8% | -81.1% |
| All | -24.4% | +1,021.1% | -1,045.5% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling