-40.2%
INTU vs DHI
+61.2%
-101.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.3% |
| 7D | -3.3% | -3.4% | +0.1% | -2.3% |
| 30D | -3.9% | -5.4% | +1.5% | -2.3% |
| 3M | +16.6% | -10.4% | +27.1% | +20.1% |
| 6M | -26.4% | -2.8% | -23.7% | -26.9% |
| YTD | -51.0% | -3.4% | -47.6% | -51.7% |
| 1Y | -50.8% | -22.9% | -27.9% | -47.7% |
| 3Y | -40.1% | +20.7% | -60.7% | -52.6% |
| All | -40.2% | +61.2% | -101.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 5y: compounded portfolio wealth divided by compounded DHI 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…
5y analysis · Full analysis span regression · 6 months rolling