+423.4%
NFLX vs HAS
+106.1%
+317.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +2.6% | +2.2% | +0.4% | +2.0% |
| 30D | -9.0% | +29.6% | -38.6% | -15.2% |
| 3M | -13.7% | +30.3% | -44.0% | -19.8% |
| 6M | -26.9% | +25.6% | -52.5% | -31.6% |
| YTD | -31.8% | +50.8% | -82.6% | -39.7% |
| 1Y | -42.1% | +63.0% | -105.1% | -49.9% |
| 3Y | +47.0% | +211.6% | -164.6% | +1.0% |
| 5Y | -2.5% | +50.4% | -52.9% | -16.9% |
| 10Y | +423.4% | +101.9% | +321.5% | +296.1% |
| All | +423.4% | +106.1% | +317.3% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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