+46.6%
HUBB vs NTNX
+82.3%
-35.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -0.1% | -3.1% | +3.1% | +0.4% |
| 30D | -10.0% | +2.0% | -11.9% | -10.3% |
| 3M | -1.6% | +34.0% | -35.6% | -6.1% |
| 6M | -3.1% | +72.4% | -75.5% | -12.3% |
| YTD | +4.6% | +27.5% | -22.9% | +0.2% |
| 1Y | +3.3% | -18.7% | +22.1% | +9.3% |
| 3Y | +46.6% | +80.8% | -34.2% | +22.6% |
| All | +46.6% | +82.3% | -35.7% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling