+220.8%
HPQ vs NTNX
+148.8%
+72.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.3% |
| 7D | +9.8% | -3.1% | +12.9% | +10.4% |
| 30D | +22.4% | +2.0% | +20.4% | +21.8% |
| 3M | +45.2% | +34.0% | +11.2% | +37.3% |
| 6M | +96.4% | +72.4% | +24.0% | +77.0% |
| YTD | +65.4% | +27.5% | +37.9% | +56.9% |
| 1Y | +31.6% | -18.7% | +50.3% | +34.6% |
| 3Y | +37.0% | +80.8% | -43.7% | +16.6% |
| 5Y | +53.0% | +54.5% | -1.5% | +28.5% |
| All | +220.8% | +148.8% | +72.1% | +131.5% |
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