-42.6%
INTU vs HL
+246.5%
-289.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -8.5% | +0.4% | -8.8% | -8.5% |
| 30D | -6.1% | +18.8% | -25.0% | -8.0% |
| 3M | +7.3% | +43.7% | -36.4% | +2.7% |
| 6M | -33.2% | -1.0% | -32.2% | -33.9% |
| YTD | -52.2% | +8.7% | -60.9% | -53.8% |
| 1Y | -52.7% | +105.0% | -157.7% | -59.0% |
| 3Y | -41.6% | +427.3% | -468.9% | -59.5% |
| 5Y | -42.6% | +249.3% | -291.9% | -61.1% |
| All | -42.6% | +246.5% | -289.1% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling