+29.0%
NFLX vs HWM
+743.6%
-714.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -5.2% |
| 7D | -4.2% | -2.1% | -2.1% | -3.7% |
| 30D | +5.5% | -11.0% | +16.4% | +9.4% |
| 3M | -4.1% | +4.0% | -8.1% | -6.4% |
| 6M | -20.7% | -0.2% | -20.5% | -22.1% |
| YTD | -16.5% | +26.7% | -43.2% | -26.0% |
| 1Y | -37.8% | +44.7% | -82.5% | -48.1% |
| 3Y | +77.9% | +426.1% | -348.2% | -19.9% |
| All | +29.0% | +743.6% | -714.6% | -52.8% |
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