-42.6%
INTU vs HBM
+217.3%
-259.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.0% | -9.9% | -1.8% |
| 7D | -3.9% | +5.0% | -9.0% | -4.5% |
| 30D | +11.7% | -12.7% | +24.5% | +13.0% |
| 3M | +4.5% | -17.4% | +21.9% | +5.9% |
| 6M | -13.9% | -8.9% | -5.0% | -14.6% |
| YTD | -48.2% | +14.9% | -63.1% | -51.7% |
| 1Y | -47.1% | +41.4% | -88.5% | -52.7% |
| 3Y | -32.5% | +462.1% | -494.6% | -57.0% |
| 5Y | -42.6% | +224.0% | -266.6% | -58.7% |
| All | -42.6% | +217.3% | -259.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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