+448.2%
NFLX vs HIG
+261.7%
+186.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.0% | +2.6% | -4.6% | -2.5% |
| 30D | -11.9% | +4.2% | -16.1% | -12.7% |
| 3M | -20.6% | +0.2% | -20.8% | -20.6% |
| 6M | -29.0% | +4.6% | -33.6% | -29.7% |
| YTD | -33.7% | +1.1% | -34.8% | -34.0% |
| 1Y | -46.2% | +4.7% | -50.8% | -46.8% |
| 3Y | +39.8% | +95.5% | -55.7% | +20.8% |
| 5Y | -9.0% | +111.7% | -120.6% | -23.1% |
| All | +448.2% | +261.7% | +186.4% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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