-58.6%
NKE vs THC
+258.2%
-316.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.4% |
| 7D | -2.3% | +4.1% | -6.4% | -2.8% |
| 30D | -10.4% | +3.5% | -13.9% | -10.7% |
| 3M | -15.5% | +61.7% | -77.2% | -20.1% |
| 6M | -32.6% | +11.8% | -44.5% | -33.8% |
| YTD | -39.8% | +35.4% | -75.2% | -42.3% |
| 1Y | -47.6% | +37.0% | -84.6% | -49.9% |
| All | -58.6% | +258.2% | -316.8% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling