+55.6%
HYG vs INTU
+232.2%
-176.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +0.7% | +10.1% | -9.4% | -0.6% |
| 3M | -2.1% | -4.2% | +2.1% | -1.9% |
| 6M | -0.8% | -7.2% | +6.4% | -0.9% |
| YTD | +0.3% | -47.7% | +48.0% | +8.2% |
| 1Y | +1.8% | -46.7% | +48.5% | +9.4% |
| 3Y | +24.1% | -34.1% | +58.2% | +27.0% |
| 5Y | +17.7% | -43.3% | +61.0% | +20.3% |
| All | +55.6% | +232.2% | -176.6% | +23.7% |
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