+379.3%
INTU vs HLT
+637.7%
-258.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.2% |
| 7D | -7.5% | -2.4% | -5.1% | -6.5% |
| 30D | -1.9% | -4.1% | +2.1% | -0.2% |
| 3M | +4.9% | -10.6% | +15.4% | +9.7% |
| 6M | -33.2% | +2.0% | -35.3% | -34.7% |
| YTD | -51.4% | +6.1% | -57.5% | -53.5% |
| 1Y | -52.0% | +9.8% | -61.8% | -55.0% |
| 3Y | -40.7% | +99.0% | -139.7% | -58.5% |
| 5Y | -41.7% | +151.5% | -193.2% | -63.2% |
| 10Y | +211.1% | +561.1% | -350.0% | +27.2% |
| All | +379.3% | +637.7% | -258.4% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling