+689.4%
INTU vs BAH
+886.2%
-196.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -7.1% | -3.2% | -3.8% | -6.0% |
| 30D | +1.5% | +2.0% | -0.6% | +0.7% |
| 3M | +10.7% | -7.6% | +18.3% | +13.3% |
| 6M | -23.8% | -5.7% | -18.2% | -22.5% |
| YTD | -49.3% | -11.7% | -37.6% | -47.4% |
| 1Y | -49.7% | -27.4% | -22.3% | -44.8% |
| 3Y | -38.0% | -32.5% | -5.5% | -34.2% |
| 5Y | -38.7% | -3.3% | -35.4% | -44.3% |
| 10Y | +221.3% | +186.0% | +35.3% | +108.0% |
| All | +689.4% | +886.2% | -196.8% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling