+233.5%
INTU vs HST
+143.8%
+89.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -3.9% | -1.3% | -2.7% | -3.6% |
| 30D | +12.0% | +13.4% | -1.4% | +7.3% |
| 3M | +2.3% | +16.7% | -14.4% | -2.9% |
| 6M | -12.1% | +24.0% | -36.1% | -18.6% |
| YTD | -47.5% | +54.0% | -101.5% | -55.2% |
| 1Y | -46.9% | +55.0% | -101.9% | -54.8% |
| 3Y | -33.5% | +89.3% | -122.8% | -48.0% |
| 5Y | -41.2% | +85.4% | -126.7% | -54.0% |
| 10Y | +233.5% | +137.1% | +96.4% | +151.1% |
| All | +233.5% | +143.8% | +89.7% | +151.1% |
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