+787.4%
HALO vs NTNX
+148.8%
+638.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.2% |
| 30D | +5.3% | +2.0% | +3.4% | +4.8% |
| 3M | +51.6% | +34.0% | +17.6% | +44.0% |
| 6M | +61.3% | +72.4% | -11.1% | +45.4% |
| YTD | +59.3% | +27.5% | +31.8% | +50.8% |
| 1Y | +38.3% | -18.7% | +57.0% | +41.1% |
| 3Y | +185.9% | +80.8% | +105.1% | +139.9% |
| 5Y | +159.9% | +54.5% | +105.5% | +114.8% |
| All | +787.4% | +148.8% | +638.7% | +492.5% |
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