+681.4%
NFLX vs HL
+273.7%
+407.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | -1.1% | -4.4% | +3.3% | -0.6% |
| 30D | +4.3% | +9.3% | -5.0% | +3.0% |
| 3M | -4.8% | +32.0% | -36.7% | -8.4% |
| 6M | -18.4% | -6.4% | -12.0% | -18.8% |
| YTD | -17.4% | +3.1% | -20.6% | -19.8% |
| 1Y | -35.7% | +77.6% | -113.2% | -42.3% |
| 3Y | +73.8% | +392.8% | -319.0% | +30.9% |
| 5Y | +29.3% | +234.1% | -204.8% | -0.3% |
| All | +681.4% | +273.7% | +407.7% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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