+206.2%
HD vs NTNX
+148.8%
+57.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -3.8% | -3.1% | -0.7% | -3.5% |
| 30D | -9.4% | +2.0% | -11.4% | -9.7% |
| 3M | -4.6% | +34.0% | -38.6% | -8.0% |
| 6M | -10.1% | +72.4% | -82.5% | -16.4% |
| YTD | -8.3% | +27.5% | -35.9% | -11.8% |
| 1Y | -25.0% | -18.7% | -6.3% | -23.9% |
| 3Y | +1.5% | +80.8% | -79.2% | -9.8% |
| 5Y | +5.6% | +54.5% | -48.9% | -7.4% |
| All | +206.2% | +148.8% | +57.4% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling