+516.6%
NFLX vs HWM
+1,330.2%
-813.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -8.1% | -8.0% | -0.1% | -6.7% |
| 30D | -0.3% | -18.0% | +17.7% | +3.4% |
| 3M | -6.6% | -9.5% | +2.9% | -5.3% |
| 6M | -22.7% | -8.4% | -14.3% | -22.1% |
| YTD | -18.9% | +13.6% | -32.5% | -22.3% |
| 1Y | -39.8% | +30.2% | -70.1% | -44.1% |
| 3Y | +71.7% | +392.2% | -320.5% | +21.4% |
| 5Y | +27.2% | +645.2% | -618.0% | -16.3% |
| All | +516.6% | +1,330.2% | -813.6% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling