+10.8%
HD vs INTU
-38.8%
+49.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.7% |
| 7D | -2.1% | -7.1% | +5.0% | -0.4% |
| 30D | -8.4% | +1.5% | -9.9% | -8.9% |
| 3M | +4.3% | +10.7% | -6.3% | +1.4% |
| 6M | -11.1% | -23.8% | +12.7% | -7.1% |
| YTD | -4.7% | -49.3% | +44.6% | +12.0% |
| 1Y | -19.8% | -49.7% | +29.8% | -5.8% |
| 3Y | +4.1% | -38.0% | +42.1% | +10.2% |
| All | +10.8% | -38.8% | +49.6% | +9.9% |
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