+66.5%
HST vs NTNX
+82.3%
-15.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.3% |
| 30D | -2.5% | +2.0% | -4.4% | -2.8% |
| 3M | -5.1% | +34.0% | -39.1% | -9.0% |
| 6M | +21.6% | +72.4% | -50.8% | +11.7% |
| YTD | +31.6% | +27.5% | +4.1% | +26.4% |
| 1Y | +36.1% | -18.7% | +54.9% | +40.5% |
| 3Y | +66.5% | +80.8% | -14.3% | +45.3% |
| All | +66.5% | +82.3% | -15.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling