-39.3%
NFLX vs HWM
+5.4%
-44.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.3% | +9.0% | +4.4% |
| 7D | +7.1% | +9.4% | -2.3% | +7.7% |
| 30D | -1.6% | -7.0% | +5.3% | -2.1% |
| 3M | -9.8% | -25.9% | +16.1% | -11.7% |
| 6M | -27.1% | -10.8% | -16.2% | -27.6% |
| YTD | -29.2% | +4.3% | -33.5% | -28.9% |
| 1Y | -39.3% | +4.4% | -43.6% | -38.6% |
| All | -39.3% | +5.4% | -44.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling