+448.2%
NFLX vs HPE
+370.3%
+77.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.1% |
| 7D | -2.0% | +7.9% | -9.8% | -3.5% |
| 30D | -11.9% | -23.5% | +11.6% | -7.7% |
| 3M | -20.6% | -19.1% | -1.5% | -18.7% |
| 6M | -29.0% | +51.4% | -80.4% | -39.3% |
| YTD | -33.7% | +103.4% | -137.2% | -48.3% |
| 1Y | -46.2% | +114.4% | -160.5% | -58.8% |
| 3Y | +39.8% | +224.7% | -184.9% | -9.4% |
| 5Y | -9.0% | +277.8% | -286.7% | -43.9% |
| All | +448.2% | +370.3% | +77.9% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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