+228.7%
HL vs NTNX
+54.0%
+174.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -4.4% | -3.1% | -1.2% | -4.0% |
| 30D | +9.3% | +2.0% | +7.3% | +9.0% |
| 3M | +32.0% | +34.0% | -2.0% | +27.1% |
| 6M | -6.4% | +72.4% | -78.8% | -13.3% |
| YTD | +3.1% | +27.5% | -24.4% | -0.6% |
| 1Y | +77.6% | -18.7% | +96.3% | +82.9% |
| 3Y | +392.8% | +80.8% | +312.1% | +335.8% |
| All | +228.7% | +54.0% | +174.7% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling