+223.3%
HOOD vs NTNX
+80.5%
+142.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -7.8% | -3.1% | -4.7% | -6.5% |
| 30D | +18.6% | +2.0% | +16.6% | +17.8% |
| 3M | +22.1% | +34.0% | -11.9% | +6.6% |
| 6M | +43.1% | +72.4% | -29.3% | +9.8% |
| YTD | -0.5% | +27.5% | -28.0% | -12.8% |
| 1Y | -4.4% | -18.7% | +14.3% | +1.8% |
| 3Y | +938.5% | +80.8% | +857.7% | +636.9% |
| 5Y | +173.4% | +54.5% | +118.9% | +100.6% |
| All | +223.3% | +80.5% | +142.8% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling