+689.2%
NFLX vs HAS
+56.8%
+632.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | +5.5% | +2.3% | +3.2% | +4.9% |
| 3M | -4.1% | +10.4% | -14.4% | -6.7% |
| 6M | -20.7% | -3.2% | -17.5% | -20.6% |
| YTD | -16.5% | +15.4% | -32.0% | -20.5% |
| 1Y | -37.8% | +18.8% | -56.6% | -41.4% |
| 3Y | +77.9% | +43.9% | +34.0% | +54.1% |
| 5Y | +32.5% | +13.9% | +18.6% | +21.7% |
| All | +689.2% | +56.8% | +632.4% | +585.4% |
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