+180.7%
HIMS vs NTNX
+147.8%
+32.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -8.2% | +2.0% | -10.2% | -8.7% |
| 3M | -4.7% | +34.0% | -38.7% | -12.5% |
| 6M | +6.3% | +72.4% | -66.1% | -9.7% |
| YTD | -15.3% | +27.5% | -42.8% | -22.3% |
| 1Y | -46.9% | -18.7% | -28.1% | -45.1% |
| 3Y | +321.3% | +80.8% | +240.5% | +254.1% |
| 5Y | +215.8% | +54.5% | +161.4% | +150.7% |
| All | +180.7% | +147.8% | +32.9% | +114.5% |
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