+586.5%
HBM vs NTNX
+148.8%
+437.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -3.3% | -3.1% | -0.1% | -2.5% |
| 30D | -4.8% | +2.0% | -6.8% | -5.3% |
| 3M | -0.4% | +34.0% | -34.4% | -7.6% |
| 6M | +17.9% | +72.4% | -54.5% | +1.7% |
| YTD | +33.7% | +27.5% | +6.2% | +23.3% |
| 1Y | +95.6% | -18.7% | +114.3% | +100.7% |
| 3Y | +458.1% | +80.8% | +377.4% | +350.1% |
| 5Y | +329.0% | +54.5% | +274.5% | +241.7% |
| All | +586.5% | +148.8% | +437.7% | +333.9% |
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