-43.5%
INTU vs DHR
-12.1%
-31.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -4.1% | +2.6% | -6.7% | -5.4% |
| 30D | +12.8% | +4.2% | +8.7% | +10.3% |
| 3M | +2.1% | +13.0% | -10.9% | -4.7% |
| 6M | -11.5% | +40.2% | -51.6% | -27.2% |
| YTD | -47.9% | +2.0% | -49.9% | -49.2% |
| 1Y | -47.7% | +6.6% | -54.3% | -50.3% |
| 3Y | -34.0% | +19.9% | -53.9% | -46.2% |
| 5Y | -43.5% | -11.7% | -31.8% | -42.6% |
| All | -43.5% | -12.1% | -31.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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