-94.0%
HTZ vs NTNX
+73.4%
-167.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -8.5% | +3.4% | -12.0% | -9.1% |
| 30D | -18.9% | -13.6% | -5.4% | -16.4% |
| 3M | -36.0% | -11.1% | -24.9% | -34.5% |
| 6M | -74.6% | +35.7% | -110.3% | -76.3% |
| YTD | -70.8% | +16.8% | -87.6% | -72.2% |
| 1Y | -75.3% | -9.1% | -66.1% | -75.1% |
| 3Y | -81.6% | +55.8% | -137.4% | -85.0% |
| All | -94.0% | +73.4% | -167.4% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling