+1,581.2%
HWM vs NTNX
+169.2%
+1,412.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -8.0% | +0.1% | -8.2% | -8.0% |
| 30D | -18.0% | +3.8% | -21.9% | -18.7% |
| 3M | -9.5% | +31.9% | -41.4% | -14.4% |
| 6M | -8.4% | +68.5% | -76.9% | -18.0% |
| YTD | +13.6% | +29.5% | -15.9% | +6.4% |
| 1Y | +30.2% | -11.6% | +41.9% | +30.7% |
| 3Y | +392.2% | +85.1% | +307.1% | +318.2% |
| 5Y | +645.2% | +54.8% | +590.4% | +527.4% |
| All | +1,581.2% | +169.2% | +1,412.0% | +1,002.7% |
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