+414.3%
NFLX vs HWM
+1,166.3%
-752.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.8% |
| 7D | +2.1% | +3.4% | -1.2% | +1.3% |
| 30D | -9.0% | -7.5% | -1.5% | -8.0% |
| 3M | -14.0% | -28.9% | +14.9% | -8.6% |
| 6M | -28.2% | -19.6% | -8.6% | -25.9% |
| YTD | -32.4% | +0.6% | -33.0% | -33.9% |
| 1Y | -42.2% | +0.3% | -42.5% | -43.5% |
| 3Y | +45.9% | +326.1% | -280.3% | +5.6% |
| 5Y | -1.8% | +525.2% | -527.0% | -33.6% |
| 10Y | +419.6% | +1,492.9% | -1,073.2% | +227.9% |
| All | +414.3% | +1,166.3% | -752.0% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling