-34.1%
INTU vs HCA
+118.7%
-152.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.1% | +0.8% | -0.8% | 0.0% |
| 30D | +10.1% | +6.1% | +4.0% | +9.6% |
| 3M | -4.2% | +21.4% | -25.6% | -5.2% |
| 6M | -7.2% | +17.2% | -24.4% | -8.3% |
| YTD | -47.7% | +7.5% | -55.2% | -48.5% |
| 1Y | -46.7% | +6.2% | -52.9% | -47.5% |
| 3Y | -34.1% | +122.0% | -156.1% | -45.0% |
| All | -34.1% | +118.7% | -152.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 3y: compounded portfolio wealth divided by compounded HCA 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…
3y analysis · Full analysis span regression · 6 months rolling