-42.6%
INTU vs HCA
+73.0%
-115.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.8% |
| 7D | -8.5% | +4.9% | -13.4% | -9.6% |
| 30D | -6.1% | +1.9% | -8.0% | -6.7% |
| 3M | +7.3% | +12.7% | -5.4% | +3.8% |
| 6M | -33.2% | -22.3% | -10.9% | -28.9% |
| YTD | -52.2% | -9.3% | -42.8% | -51.7% |
| 1Y | -52.7% | +2.7% | -55.4% | -54.3% |
| 3Y | -41.6% | +57.8% | -99.4% | -54.0% |
| 5Y | -42.6% | +70.3% | -113.0% | -59.2% |
| All | -42.6% | +73.0% | -115.7% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling