+117.5%
HPE vs INTU
-47.4%
+164.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.3% |
| 7D | +13.6% | -4.1% | +17.7% | +13.0% |
| 30D | -27.1% | +12.8% | -39.9% | -26.3% |
| 3M | -14.5% | +2.1% | -16.6% | -13.9% |
| 6M | +66.9% | -11.5% | +78.4% | +69.0% |
| YTD | +111.3% | -47.9% | +159.2% | +126.4% |
| 1Y | +117.5% | -47.7% | +165.2% | +132.4% |
| All | +117.5% | -47.4% | +164.9% | +132.4% |
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