+126.1%
HON vs NTNX
+148.8%
-22.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.5% | -3.1% | -0.3% | -3.1% |
| 30D | -13.8% | +2.0% | -15.7% | -14.0% |
| 3M | -11.7% | +34.0% | -45.6% | -14.6% |
| 6M | -18.7% | +72.4% | -91.1% | -23.9% |
| YTD | +0.2% | +27.5% | -27.3% | -3.2% |
| 1Y | -3.1% | -18.7% | +15.7% | -1.7% |
| 3Y | +17.0% | +80.8% | -63.8% | +5.6% |
| 5Y | +2.0% | +54.5% | -52.5% | -8.9% |
| All | +126.1% | +148.8% | -22.6% | +81.4% |
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