+511.2%
NFLX vs HPE
+501.1%
+10.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.2% |
| YTD | -33.7% | +103.4% | -137.2% | -48.1% |
| 1Y | -46.2% | +114.4% | -160.5% | -58.6% |
| 3Y | +39.8% | +224.7% | -184.9% | -8.4% |
| 5Y | -9.0% | +277.8% | -286.7% | -43.2% |
| 10Y | +441.5% | +371.1% | +70.4% | +208.9% |
| All | +511.2% | +501.1% | +10.1% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling