+236.7%
INTU vs HIG
+261.7%
-25.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.8% |
| 30D | +10.1% | +4.2% | +5.9% | +8.7% |
| 3M | -4.2% | +0.2% | -4.4% | -4.2% |
| 6M | -7.2% | +4.6% | -11.8% | -8.6% |
| YTD | -47.7% | +1.1% | -48.8% | -48.0% |
| 1Y | -46.7% | +4.7% | -51.4% | -47.7% |
| 3Y | -34.1% | +95.5% | -129.5% | -48.3% |
| 5Y | -43.3% | +111.7% | -155.0% | -56.9% |
| All | +236.7% | +261.7% | -25.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling