+233.5%
INTU vs HIG
+268.2%
-34.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -3.9% | -0.7% | -3.3% | -3.7% |
| 30D | +12.0% | +5.4% | +6.6% | +10.1% |
| 3M | +2.3% | -0.9% | +3.3% | +2.7% |
| 6M | -12.1% | +4.8% | -16.9% | -13.4% |
| YTD | -47.5% | +0.9% | -48.4% | -47.9% |
| 1Y | -46.9% | +6.5% | -53.4% | -48.2% |
| 3Y | -33.5% | +95.7% | -129.2% | -47.8% |
| 5Y | -41.2% | +107.1% | -148.3% | -55.1% |
| 10Y | +233.5% | +262.6% | -29.1% | +127.0% |
| All | +233.5% | +268.2% | -34.7% | +127.0% |
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