-47.4%
NKE vs XHB
-9.3%
-38.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | -8.6% | -6.9% | -1.7% | -5.5% |
| 3M | -11.0% | -1.3% | -9.8% | -11.4% |
| 6M | -33.2% | -6.8% | -26.4% | -31.1% |
| YTD | -38.1% | +0.7% | -38.9% | -39.6% |
| 1Y | -47.4% | -11.2% | -36.1% | -45.6% |
| All | -47.4% | -9.3% | -38.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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