+1,063.7%
THC vs NTNX
+148.8%
+914.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | -1.2% | +2.0% | -3.1% | -1.7% |
| 3M | +52.3% | +34.0% | +18.3% | +43.2% |
| 6M | +12.4% | +72.4% | -60.0% | -0.8% |
| YTD | +32.7% | +27.5% | +5.2% | +24.0% |
| 1Y | +36.4% | -18.7% | +55.1% | +39.5% |
| 3Y | +259.3% | +80.8% | +178.5% | +197.1% |
| 5Y | +262.7% | +54.5% | +208.2% | +195.9% |
| All | +1,063.7% | +148.8% | +914.9% | +655.5% |
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 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