-8.5%
NFLX vs HPE
+278.3%
-286.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.2% |
| 7D | -2.0% | +7.9% | -9.8% | -3.3% |
| 30D | -11.9% | -23.5% | +11.6% | -8.2% |
| 3M | -20.6% | -19.1% | -1.5% | -19.0% |
| 6M | -29.0% | +51.4% | -80.4% | -40.0% |
| YTD | -33.7% | +103.4% | -137.2% | -49.5% |
| 1Y | -46.2% | +114.4% | -160.5% | -59.9% |
| 3Y | +39.8% | +224.7% | -184.9% | -17.9% |
| All | -8.5% | +278.3% | -286.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling