-34.1%
INTU vs BAH
-26.8%
-7.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.1% | +1.7% | -1.7% | -0.4% |
| 30D | +10.1% | +20.8% | -10.7% | +5.0% |
| 3M | -4.2% | +11.6% | -15.8% | -6.9% |
| 6M | -7.2% | +23.1% | -30.3% | -11.8% |
| YTD | -47.7% | +5.3% | -53.0% | -48.9% |
| 1Y | -46.7% | +6.1% | -52.8% | -48.1% |
| 3Y | -34.1% | -27.5% | -6.6% | -36.4% |
| All | -34.1% | -26.8% | -7.2% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling