+55.2%
HYG vs INTU
+210.8%
-155.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.7% | -9.2% | +8.4% | +0.4% |
| 30D | -0.6% | -7.0% | +6.5% | +0.2% |
| 3M | +0.4% | +10.5% | -10.1% | -1.2% |
| 6M | +1.2% | -30.6% | +31.8% | +5.1% |
| YTD | +1.5% | -52.3% | +53.8% | +11.0% |
| 1Y | +3.2% | -51.8% | +55.0% | +12.5% |
| 3Y | +25.9% | -41.8% | +67.7% | +31.2% |
| 5Y | +18.6% | -42.8% | +61.4% | +20.5% |
| All | +55.2% | +210.8% | -155.6% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling