+262.5%
HL vs NTNX
+148.8%
+113.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -4.4% | -3.1% | -1.2% | -3.8% |
| 30D | +9.3% | +2.0% | +7.3% | +8.9% |
| 3M | +32.0% | +34.0% | -2.0% | +24.9% |
| 6M | -6.4% | +72.4% | -78.8% | -16.3% |
| YTD | +3.1% | +27.5% | -24.4% | -2.8% |
| 1Y | +77.6% | -18.7% | +96.3% | +81.4% |
| 3Y | +392.8% | +80.8% | +312.1% | +315.2% |
| 5Y | +234.1% | +54.5% | +179.6% | +177.9% |
| All | +262.5% | +148.8% | +113.8% | +147.1% |
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