-43.2%
INTU vs HLT
+162.2%
-205.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +0.7% | -0.7% | -0.3% |
| 30D | +10.1% | +13.7% | -3.7% | +2.7% |
| 3M | -4.2% | +16.3% | -20.5% | -11.8% |
| 6M | -7.2% | +19.9% | -27.2% | -16.9% |
| YTD | -47.7% | +30.1% | -77.8% | -56.0% |
| 1Y | -46.7% | +38.5% | -85.2% | -57.1% |
| 3Y | -34.1% | +131.0% | -165.1% | -63.8% |
| All | -43.2% | +162.2% | -205.5% | -71.9% |
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