+578.8%
HLT vs NTNX
+148.8%
+430.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | -5.0% | +2.0% | -7.0% | -5.5% |
| 3M | -10.4% | +34.0% | -44.3% | -14.9% |
| 6M | +3.2% | +72.4% | -69.1% | -6.8% |
| YTD | +6.7% | +27.5% | -20.8% | +1.0% |
| 1Y | +10.3% | -18.7% | +29.0% | +12.3% |
| 3Y | +99.3% | +80.8% | +18.6% | +72.1% |
| 5Y | +143.7% | +54.5% | +89.2% | +107.2% |
| All | +578.8% | +148.8% | +430.0% | +389.1% |
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