-47.7%
INTU vs BAH
+3.0%
-50.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.1% | -2.6% | -1.6% | -2.9% |
| 30D | +12.8% | +20.4% | -7.5% | +2.6% |
| 3M | +2.1% | +11.9% | -9.7% | -3.8% |
| 6M | -11.5% | +17.1% | -28.6% | -18.9% |
| YTD | -47.9% | +5.5% | -53.5% | -49.5% |
| 1Y | -47.7% | +5.6% | -53.3% | -50.0% |
| All | -47.7% | +3.0% | -50.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling