+27.2%
NFLX vs HPE
+368.2%
-340.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.0% |
| 7D | -8.1% | +13.6% | -21.7% | -10.6% |
| 30D | -0.3% | +7.7% | -8.1% | -2.2% |
| 3M | -6.6% | +22.4% | -29.0% | -11.5% |
| 6M | -22.7% | +172.6% | -195.3% | -43.1% |
| YTD | -18.9% | +147.5% | -166.4% | -38.7% |
| 1Y | -39.8% | +151.8% | -191.6% | -55.2% |
| 3Y | +71.7% | +267.1% | -195.4% | +5.0% |
| 5Y | +27.2% | +362.8% | -335.5% | -30.3% |
| All | +27.2% | +368.2% | -340.9% | -30.3% |
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