-74.9%
NKE vs THC
+258.2%
-333.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.8% |
| 7D | -2.3% | +4.1% | -6.4% | -3.2% |
| 30D | -10.4% | +3.5% | -13.9% | -11.1% |
| 3M | -15.5% | +61.7% | -77.2% | -24.0% |
| 6M | -32.6% | +11.8% | -44.5% | -34.7% |
| YTD | -39.8% | +35.4% | -75.2% | -44.4% |
| 1Y | -47.6% | +37.0% | -84.6% | -52.0% |
| 3Y | -59.0% | +260.1% | -319.1% | -72.0% |
| 5Y | -74.9% | +262.6% | -337.5% | -83.6% |
| All | -74.9% | +258.2% | -333.2% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling