-91.9%
HTZ vs NTNX
+76.6%
-168.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.8% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | -3.7% | +7.7% | -11.4% | -5.3% |
| 3M | -57.0% | +30.2% | -87.2% | -59.3% |
| 6M | -47.0% | +69.4% | -116.4% | -52.9% |
| YTD | -57.5% | +30.6% | -88.1% | -60.3% |
| 1Y | -63.5% | -10.0% | -53.5% | -63.2% |
| 3Y | -86.3% | +86.6% | -173.0% | -89.3% |
| 5Y | -86.8% | +57.1% | -143.9% | -89.9% |
| All | -91.9% | +76.6% | -168.5% | -94.0% |
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