+663.3%
INTU vs HCA
+1,648.5%
-985.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | -7.1% | -3.1% | -4.0% | -6.3% |
| 30D | +1.5% | -1.1% | +2.6% | +1.7% |
| 3M | +10.7% | +12.2% | -1.5% | +7.1% |
| 6M | -23.8% | -25.3% | +1.5% | -18.5% |
| YTD | -49.3% | -12.9% | -36.4% | -48.1% |
| 1Y | -49.7% | -0.9% | -48.7% | -50.4% |
| 3Y | -38.0% | +47.6% | -85.6% | -46.5% |
| 5Y | -38.7% | +67.0% | -105.7% | -49.7% |
| 10Y | +221.3% | +471.4% | -250.1% | +88.0% |
| All | +663.3% | +1,648.5% | -985.3% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling