+19.1%
HYG vs INTU
-43.0%
+62.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -0.2% | -8.5% | +8.3% | +0.6% |
| 30D | -0.1% | -6.1% | +6.0% | +0.4% |
| 3M | +0.7% | +7.3% | -6.6% | -0.3% |
| 6M | +1.5% | -33.2% | +34.7% | +5.2% |
| YTD | +1.9% | -52.2% | +54.1% | +9.9% |
| 1Y | +3.7% | -52.7% | +56.4% | +11.9% |
| 3Y | +26.5% | -41.6% | +68.1% | +30.3% |
| All | +19.1% | -43.0% | +62.1% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling