+469.2%
NFLX vs HST
+136.3%
+333.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -8.6% | +13.4% | -22.0% | -11.1% |
| 3M | -13.7% | +16.7% | -30.4% | -16.6% |
| 6M | -24.5% | +24.0% | -48.5% | -28.1% |
| YTD | -31.2% | +54.0% | -85.1% | -37.7% |
| 1Y | -43.2% | +55.0% | -98.2% | -48.8% |
| 3Y | +44.3% | +89.3% | -45.0% | +22.4% |
| 5Y | -1.9% | +85.4% | -87.3% | -16.5% |
| All | +469.2% | +136.3% | +333.0% | +403.6% |
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