+232.1%
HPE vs INTU
-42.6%
+274.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.1% | +2.1% |
| 7D | -18.7% | +0.1% | -18.9% | -18.9% |
| 30D | -37.9% | +15.4% | -53.3% | -40.1% |
| 3M | -14.4% | +6.6% | -21.0% | -16.6% |
| 6M | +48.2% | -11.3% | +59.5% | +48.6% |
| YTD | +88.6% | -47.7% | +136.3% | +121.4% |
| 1Y | +94.8% | -47.0% | +141.8% | +127.4% |
| 3Y | +202.7% | -29.9% | +232.6% | +217.7% |
| All | +232.1% | -42.6% | +274.7% | +230.0% |
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