+116.4%
HPE vs INTU
-46.5%
+163.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.1% | -5.3% |
| 7D | -17.0% | +8.7% | -25.6% | -16.2% |
| 30D | -26.7% | +25.9% | -52.6% | -25.3% |
| 3M | -4.1% | +10.7% | -14.9% | -3.0% |
| 6M | +75.4% | -11.6% | +87.0% | +79.4% |
| YTD | +111.0% | -45.4% | +156.4% | +128.2% |
| 1Y | +116.4% | -45.2% | +161.7% | +132.3% |
| All | +116.4% | -46.5% | +163.0% | +132.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling