-37.8%
NFLX vs HD
-19.2%
-18.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.3% | -5.4% |
| 7D | -4.2% | -2.1% | -2.2% | -4.2% |
| 30D | +5.5% | -8.4% | +13.9% | +5.6% |
| 3M | -4.1% | +4.3% | -8.4% | -2.9% |
| 6M | -20.7% | -11.1% | -9.6% | -21.4% |
| YTD | -16.5% | -4.7% | -11.9% | -15.0% |
| 1Y | -37.8% | -19.8% | -18.0% | -40.9% |
| All | -37.8% | -19.2% | -18.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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