-42.8%
INTU vs HLT
+145.1%
-187.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -9.2% | -2.6% | -6.6% | -7.9% |
| 30D | -7.0% | -2.6% | -4.4% | -5.9% |
| 3M | +10.5% | -9.4% | +19.9% | +15.8% |
| 6M | -30.6% | +2.7% | -33.3% | -32.9% |
| YTD | -52.3% | +6.8% | -59.1% | -55.3% |
| 1Y | -51.8% | +12.4% | -64.2% | -56.5% |
| 3Y | -41.8% | +100.2% | -142.0% | -65.0% |
| 5Y | -42.8% | +143.7% | -186.6% | -69.2% |
| All | -42.8% | +145.1% | -187.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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