+21,534.5%
NFLX vs HYG
+153.0%
+21,381.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -8.1% | -0.2% | -7.9% | -7.9% |
| 30D | -0.3% | -0.1% | -0.3% | -0.2% |
| 3M | -6.6% | +0.7% | -7.3% | -7.3% |
| 6M | -22.7% | +1.5% | -24.2% | -24.0% |
| YTD | -18.9% | +1.9% | -20.9% | -20.6% |
| 1Y | -39.8% | +3.7% | -43.5% | -42.2% |
| 3Y | +71.7% | +26.5% | +45.2% | +33.9% |
| 5Y | +27.2% | +19.0% | +8.3% | +7.7% |
| 10Y | +687.9% | +56.5% | +631.4% | +433.9% |
| All | +21,534.5% | +153.0% | +21,381.6% | +10,789.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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