+2,193.4%
INTU vs HDB
+3,812.1%
-1,618.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | +1.5% | -2.8% | +4.3% | +2.2% |
| 3M | +10.7% | -3.5% | +14.2% | +11.3% |
| 6M | -23.8% | -24.7% | +0.9% | -18.5% |
| YTD | -49.3% | -36.6% | -12.7% | -43.2% |
| 1Y | -49.7% | -34.4% | -15.3% | -44.2% |
| 3Y | -38.0% | -24.4% | -13.6% | -35.0% |
| 5Y | -38.7% | -35.4% | -3.4% | -33.2% |
| 10Y | +221.3% | +39.5% | +181.8% | +180.0% |
| All | +2,193.4% | +3,812.1% | -1,618.7% | +1,014.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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