-37.8%
NFLX vs THC
+40.9%
-78.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.4% |
| 7D | -4.2% | -0.7% | -3.6% | -4.2% |
| 30D | +5.5% | +1.3% | +4.2% | +5.4% |
| 3M | -4.1% | +64.2% | -68.3% | -4.8% |
| 6M | -20.7% | +8.3% | -29.0% | -21.7% |
| YTD | -16.5% | +33.4% | -49.9% | -17.3% |
| 1Y | -37.8% | +37.7% | -75.4% | -38.6% |
| All | -37.8% | +40.9% | -78.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling