-38.3%
NFLX vs HWM
+30.1%
-68.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.7% | +8.8% | -2.1% |
| 7D | -5.0% | -9.2% | +4.2% | -5.1% |
| 30D | +3.5% | -17.9% | +21.4% | +2.9% |
| 3M | -7.1% | -6.0% | -1.1% | -7.5% |
| 6M | -22.5% | -7.4% | -15.1% | -23.0% |
| YTD | -18.1% | +13.1% | -31.2% | -20.1% |
| 1Y | -38.3% | +29.3% | -67.6% | -40.0% |
| All | -38.3% | +30.1% | -68.5% | -40.0% |
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