+153.4%
HYG vs INTU
+1,189.7%
-1,036.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.1% | +0.5% |
| 7D | 0.0% | -7.5% | +7.6% | +1.1% |
| 30D | -0.1% | -1.9% | +1.9% | +0.1% |
| 3M | +1.0% | +4.9% | -3.9% | -0.1% |
| 6M | +2.3% | -33.2% | +35.5% | +7.2% |
| YTD | +2.1% | -51.4% | +53.5% | +11.9% |
| 1Y | +3.8% | -52.0% | +55.8% | +13.8% |
| 3Y | +26.7% | -40.7% | +67.4% | +32.2% |
| 5Y | +19.3% | -41.7% | +61.0% | +21.7% |
| 10Y | +55.3% | +211.1% | -155.8% | +16.8% |
| All | +153.4% | +1,189.7% | -1,036.3% | +43.7% |
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 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