-2.7%
NFLX vs HWM
+522.0%
-524.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -4.1% |
| 7D | +2.1% | +3.3% | -1.2% | +0.7% |
| 30D | -9.0% | -7.6% | -1.4% | -7.1% |
| 3M | -14.0% | -28.9% | +15.0% | -4.2% |
| 6M | -28.2% | -19.7% | -8.5% | -24.3% |
| YTD | -32.4% | +0.5% | -32.9% | -36.2% |
| 1Y | -42.2% | +0.3% | -42.4% | -45.6% |
| 3Y | +45.9% | +325.8% | -280.0% | -35.6% |
| All | -2.7% | +522.0% | -524.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling