+522.9%
HPE vs INTU
+300.5%
+222.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.1% | +2.5% |
| 7D | -18.7% | +0.1% | -18.9% | -19.0% |
| 30D | -37.9% | +15.4% | -53.3% | -41.3% |
| 3M | -14.4% | +6.6% | -21.0% | -17.8% |
| 6M | +48.2% | -11.3% | +59.5% | +47.5% |
| YTD | +88.6% | -47.7% | +136.3% | +127.4% |
| 1Y | +94.8% | -47.0% | +141.8% | +133.3% |
| 3Y | +202.7% | -29.9% | +232.6% | +215.5% |
| 5Y | +231.6% | -42.2% | +273.9% | +256.0% |
| 10Y | +361.9% | +251.7% | +110.3% | +65.5% |
| All | +522.9% | +300.5% | +222.4% | +97.2% |
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