+670.3%
NFLX vs HST
+97.7%
+572.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | +2.0% | -7.0% | -5.4% |
| 30D | +3.5% | -5.2% | +8.8% | +4.7% |
| 3M | -7.1% | -6.2% | -0.9% | -6.0% |
| 6M | -22.5% | +20.4% | -42.9% | -25.8% |
| YTD | -18.1% | +30.6% | -48.7% | -23.2% |
| 1Y | -38.3% | +37.4% | -75.7% | -43.0% |
| 3Y | +73.4% | +66.1% | +7.3% | +51.0% |
| 5Y | +26.7% | +73.7% | -47.0% | +10.1% |
| 10Y | +670.3% | +99.8% | +570.5% | +588.7% |
| All | +670.3% | +97.7% | +572.6% | +588.7% |
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