+211.1%
INTU vs HST
+97.7%
+113.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -7.5% | +2.0% | -9.5% | -8.2% |
| 30D | -1.9% | -5.2% | +3.3% | -0.3% |
| 3M | +4.9% | -6.2% | +11.1% | +6.9% |
| 6M | -33.2% | +20.4% | -53.7% | -37.8% |
| YTD | -51.4% | +30.6% | -82.0% | -56.1% |
| 1Y | -52.0% | +37.4% | -89.3% | -57.5% |
| 3Y | -40.7% | +66.1% | -106.8% | -51.6% |
| 5Y | -41.7% | +73.7% | -115.4% | -53.1% |
| 10Y | +211.1% | +99.8% | +111.3% | +132.8% |
| All | +211.1% | +97.7% | +113.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling