+561.5%
HPE vs INTU
+296.7%
+264.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.5% |
| 7D | -7.1% | -3.9% | -3.2% | -6.1% |
| 30D | -35.3% | +11.7% | -47.0% | -38.1% |
| 3M | -10.4% | +4.5% | -14.9% | -13.4% |
| 6M | +52.5% | -13.9% | +66.3% | +53.6% |
| YTD | +100.3% | -48.2% | +148.5% | +142.1% |
| 1Y | +106.4% | -47.1% | +153.5% | +147.1% |
| 3Y | +227.4% | -32.5% | +259.9% | +246.3% |
| 5Y | +250.6% | -42.6% | +293.1% | +276.7% |
| 10Y | +365.4% | +235.3% | +130.1% | +72.7% |
| All | +561.5% | +296.7% | +264.8% | +110.0% |
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 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