+126.7%
FHN vs NTNX
+146.9%
-20.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -0.8% | -3.9% | +3.1% | -0.2% |
| 30D | -2.6% | +1.7% | -4.3% | -2.9% |
| 3M | +0.8% | +31.7% | -30.9% | -3.3% |
| 6M | +9.2% | +69.4% | -60.1% | +0.3% |
| YTD | +5.1% | +26.6% | -21.4% | +0.4% |
| 1Y | +12.2% | -15.2% | +27.4% | +13.3% |
| 3Y | +132.4% | +80.9% | +51.5% | +106.7% |
| 5Y | +91.1% | +53.3% | +37.8% | +68.5% |
| All | +126.7% | +146.9% | -20.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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