+5,801.3%
HD vs INTU
+17,690.3%
-11,889.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +6.4% | +7.1% | -0.8% | +4.9% |
| 30D | +22.1% | +23.0% | -0.9% | +17.0% |
| 3M | -0.2% | +8.7% | -8.9% | -2.1% |
| 6M | +12.6% | -10.1% | +22.7% | +13.2% |
| YTD | +3.9% | -45.7% | +49.6% | +14.7% |
| 1Y | -3.7% | -45.1% | +41.3% | +5.9% |
| 3Y | +27.9% | -26.9% | +54.8% | +30.6% |
| 5Y | +7.8% | -40.0% | +47.8% | +12.6% |
| 10Y | +269.4% | +265.4% | +4.0% | +171.1% |
| All | +5,801.3% | +17,690.3% | -11,889.0% | +1,995.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling