+418.9%
NFLX vs HST
+138.5%
+280.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | +2.1% | -2.7% | +4.8% | +2.7% |
| 30D | -9.0% | +10.7% | -19.7% | -11.0% |
| 3M | -14.0% | +6.3% | -20.2% | -15.2% |
| 6M | -28.2% | +19.0% | -47.1% | -31.0% |
| YTD | -32.4% | +47.0% | -79.4% | -38.2% |
| 1Y | -42.2% | +53.4% | -95.6% | -47.7% |
| 3Y | +45.9% | +78.0% | -32.1% | +25.5% |
| 5Y | -1.8% | +71.7% | -73.5% | -15.2% |
| All | +418.9% | +138.5% | +280.5% | +369.2% |
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