-91.5%
HTZ vs NTNX
+78.1%
-169.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +7.5% | -1.6% | +9.1% | +7.8% |
| 30D | +47.4% | +11.6% | +35.8% | +44.0% |
| 3M | -54.9% | +23.8% | -78.7% | -56.9% |
| 6M | -47.0% | +68.8% | -115.8% | -52.9% |
| YTD | -55.3% | +31.7% | -86.9% | -58.3% |
| 1Y | -57.6% | -0.9% | -56.8% | -58.2% |
| 3Y | -86.6% | +95.0% | -181.6% | -89.6% |
| 5Y | -86.1% | +57.4% | -143.5% | -89.4% |
| All | -91.5% | +78.1% | -169.6% | -93.7% |
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