+448.2%
HUT vs NTNX
+43.9%
+404.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.1% | +8.5% |
| 7D | +5.4% | -3.1% | +8.5% | +6.7% |
| 30D | +8.6% | +2.0% | +6.7% | +7.5% |
| 3M | -15.2% | +34.0% | -49.2% | -25.1% |
| 6M | +92.9% | +72.4% | +20.5% | +51.6% |
| YTD | +114.6% | +27.5% | +87.1% | +87.7% |
| 1Y | +208.5% | -18.7% | +227.2% | +220.1% |
| 3Y | +821.5% | +80.8% | +740.7% | +577.6% |
| 5Y | +101.8% | +54.5% | +47.4% | +47.2% |
| All | +448.2% | +43.9% | +404.4% | +244.5% |
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