+621.7%
HPE vs INTU
+288.4%
+333.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.4% |
| 7D | -0.6% | -7.1% | +6.5% | +1.9% |
| 30D | -2.3% | +1.5% | -3.7% | -3.2% |
| 3M | -2.9% | +10.7% | -13.5% | -7.6% |
| 6M | +143.6% | -23.8% | +167.4% | +157.3% |
| YTD | +118.5% | -49.3% | +167.8% | +170.0% |
| 1Y | +129.2% | -49.7% | +178.9% | +183.5% |
| 3Y | +212.5% | -38.0% | +250.5% | +246.8% |
| 5Y | +286.9% | -38.7% | +325.6% | +305.3% |
| 10Y | +432.3% | +221.3% | +211.0% | +105.5% |
| All | +621.7% | +288.4% | +333.4% | +134.1% |
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