+6.7%
HD vs INTU
-43.4%
+50.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +18.0% | +10.1% | +7.9% | +15.5% |
| 3M | +2.8% | -4.2% | +7.0% | +3.5% |
| 6M | +17.0% | -7.2% | +24.2% | +16.9% |
| YTD | +3.5% | -47.7% | +51.2% | +20.5% |
| 1Y | -2.6% | -46.7% | +44.1% | +12.6% |
| 3Y | +30.7% | -34.1% | +64.8% | +35.7% |
| All | +6.7% | -43.4% | +50.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 5y: compounded portfolio wealth divided by compounded INTU 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…
5y analysis · Full analysis span regression · 6 months rolling