+45.9%
NFLX vs HWM
+330.6%
-284.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.8% |
| 7D | +2.1% | +3.3% | -1.2% | +1.2% |
| 30D | -9.0% | -7.6% | -1.4% | -7.8% |
| 3M | -14.0% | -28.9% | +15.0% | -7.8% |
| 6M | -28.2% | -19.7% | -8.5% | -25.8% |
| YTD | -32.4% | +0.5% | -32.9% | -35.5% |
| 1Y | -42.2% | +0.3% | -42.4% | -44.9% |
| 3Y | +45.9% | +325.8% | -280.0% | -4.0% |
| All | +45.9% | +330.6% | -284.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling