+423.4%
NFLX vs HWM
+1,636.6%
-1,213.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.1% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | -9.0% | -3.9% | -5.1% | -8.6% |
| 3M | -13.7% | -23.2% | +9.5% | -9.7% |
| 6M | -26.9% | -20.0% | -6.9% | -24.4% |
| YTD | -31.8% | +5.7% | -37.5% | -34.0% |
| 1Y | -42.1% | +4.9% | -46.9% | -43.9% |
| 3Y | +47.0% | +347.0% | -300.0% | +5.3% |
| 5Y | -2.5% | +563.0% | -565.5% | -34.9% |
| 10Y | +423.4% | +1,579.2% | -1,155.8% | +232.7% |
| All | +423.4% | +1,636.6% | -1,213.3% | +232.7% |
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