+451.1%
NFLX vs HST
+145.2%
+305.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | -10.0% | +14.5% | -24.5% | -12.6% |
| 3M | -17.1% | +15.4% | -32.5% | -19.6% |
| 6M | -27.7% | +22.0% | -49.7% | -30.9% |
| YTD | -32.5% | +54.9% | -87.4% | -39.0% |
| 1Y | -43.5% | +54.0% | -97.5% | -48.9% |
| 3Y | +41.4% | +90.4% | -49.0% | +19.9% |
| 5Y | -2.2% | +84.2% | -86.4% | -16.7% |
| All | +451.1% | +145.2% | +305.9% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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