+65,302.9%
NFLX vs HST
+323.0%
+64,979.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.4% |
| 7D | -4.2% | -1.0% | -3.2% | -4.0% |
| 30D | +5.5% | -12.3% | +17.7% | +8.9% |
| 3M | -4.1% | -6.4% | +2.3% | -2.7% |
| 6M | -20.7% | +15.0% | -35.7% | -23.9% |
| YTD | -16.5% | +30.5% | -47.1% | -22.7% |
| 1Y | -37.8% | +35.7% | -73.4% | -43.1% |
| 3Y | +77.9% | +68.4% | +9.5% | +51.1% |
| 5Y | +32.5% | +73.1% | -40.6% | +11.3% |
| 10Y | +703.6% | +92.7% | +610.8% | +503.8% |
| All | +65,302.9% | +323.0% | +64,979.9% | +26,447.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling