-9.0%
HUM vs NTNX
+82.3%
-91.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +2.1% | -3.1% | +5.2% | +2.3% |
| 30D | +5.4% | +2.0% | +3.4% | +5.2% |
| 3M | +11.4% | +34.0% | -22.5% | +9.3% |
| 6M | +141.5% | +72.4% | +69.1% | +133.6% |
| YTD | +61.2% | +27.5% | +33.7% | +57.2% |
| 1Y | +49.2% | -18.7% | +67.9% | +47.4% |
| 3Y | -9.0% | +80.8% | -89.8% | -10.2% |
| All | -9.0% | +82.3% | -91.3% | -10.2% |
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