+57.2%
HAS vs NTNX
+152.6%
-95.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -4.8% | +0.1% | -5.0% | -4.9% |
| 30D | -5.1% | +3.8% | -9.0% | -5.7% |
| 3M | +6.4% | +31.9% | -25.5% | +2.4% |
| 6M | -5.6% | +68.5% | -74.1% | -12.5% |
| YTD | +11.0% | +29.5% | -18.5% | +6.2% |
| 1Y | +16.8% | -11.6% | +28.4% | +17.2% |
| 3Y | +44.0% | +85.1% | -41.1% | +27.4% |
| 5Y | +11.0% | +54.8% | -43.8% | -2.8% |
| All | +57.2% | +152.6% | -95.4% | +19.2% |
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