+113.6%
HST vs NTNX
+146.9%
-33.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.8% |
| 7D | +0.7% | -3.9% | +4.6% | +1.3% |
| 30D | -0.7% | +1.7% | -2.4% | -1.0% |
| 3M | -4.0% | +31.7% | -35.7% | -8.4% |
| 6M | +20.7% | +69.4% | -48.7% | +9.7% |
| YTD | +31.0% | +26.6% | +4.5% | +24.5% |
| 1Y | +36.2% | -15.2% | +51.4% | +37.8% |
| 3Y | +66.6% | +80.9% | -14.3% | +44.3% |
| 5Y | +75.8% | +53.3% | +22.5% | +50.4% |
| All | +113.6% | +146.9% | -33.2% | +56.2% |
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