+105.6%
JHX vs NTNX
+148.8%
-43.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -6.3% | -3.1% | -3.2% | -5.9% |
| 30D | -7.7% | +2.0% | -9.7% | -8.1% |
| 3M | +19.2% | +34.0% | -14.8% | +14.0% |
| 6M | +38.3% | +72.4% | -34.1% | +26.2% |
| YTD | +37.2% | +27.5% | +9.7% | +30.8% |
| 1Y | +42.3% | -18.7% | +61.0% | +44.8% |
| 3Y | -4.4% | +80.8% | -85.2% | -17.0% |
| 5Y | -26.4% | +54.5% | -80.9% | -36.9% |
| All | +105.6% | +148.8% | -43.2% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling