-93.9%
HTZ vs NTNX
+52.7%
-146.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.3% |
| 7D | -14.6% | -13.2% | -1.4% | -12.0% |
| 30D | -20.8% | -20.5% | -0.3% | -17.1% |
| 3M | -18.8% | -2.9% | -15.9% | -18.4% |
| 6M | -74.7% | +35.3% | -110.0% | -76.4% |
| YTD | -68.1% | +12.9% | -81.0% | -69.3% |
| 1Y | -73.5% | -15.2% | -58.3% | -73.0% |
| 3Y | -81.8% | +54.6% | -136.4% | -85.1% |
| 5Y | -95.2% | +63.7% | -159.0% | -96.3% |
| All | -93.9% | +52.7% | -146.6% | -95.4% |
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 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