+714.0%
INTU vs BAH
+1,056.2%
-342.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.7% | -2.2% |
| 7D | +0.1% | -3.5% | +3.7% | +1.4% |
| 30D | +15.4% | +24.3% | -8.8% | +7.0% |
| 3M | +6.6% | +16.3% | -9.7% | +1.1% |
| 6M | -11.3% | +13.6% | -24.9% | -15.4% |
| YTD | -47.7% | +3.5% | -51.2% | -48.7% |
| 1Y | -47.0% | +2.7% | -49.7% | -48.1% |
| 3Y | -29.9% | -26.6% | -3.4% | -27.5% |
| 5Y | -42.2% | +8.5% | -50.7% | -49.4% |
| 10Y | +251.7% | +225.1% | +26.6% | +117.3% |
| All | +714.0% | +1,056.2% | -342.2% | +239.9% |
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