-33.9%
INTU vs HL
+274.9%
-308.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -3.9% | -5.6% | +1.6% | -3.7% |
| 30D | +12.0% | -16.2% | +28.1% | +12.6% |
| 3M | +2.3% | -20.5% | +22.8% | +2.9% |
| 6M | -12.1% | -31.7% | +19.6% | -10.9% |
| YTD | -47.5% | -26.4% | -21.2% | -47.7% |
| 1Y | -46.9% | -4.3% | -42.6% | -48.5% |
| All | -33.9% | +274.9% | -308.8% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 3y: compounded portfolio wealth divided by compounded HL 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…
3y analysis · Full analysis span regression · 6 months rolling