+1,613.9%
INTU vs HBM
+470.7%
+1,143.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.9% | -1.3% | -2.7% | -3.9% |
| 30D | +12.0% | -14.8% | +26.8% | +13.8% |
| 3M | +2.3% | -20.7% | +23.0% | +4.4% |
| 6M | -12.1% | -13.9% | +1.8% | -12.3% |
| YTD | -47.5% | +10.6% | -58.2% | -50.3% |
| 1Y | -46.9% | +32.4% | -79.3% | -51.1% |
| 3Y | -33.5% | +432.0% | -465.5% | -51.4% |
| 5Y | -41.2% | +205.5% | -246.7% | -55.1% |
| 10Y | +233.5% | +291.1% | -57.6% | +117.3% |
| All | +1,613.9% | +470.7% | +1,143.2% | +982.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling