+236.7%
INTU vs HST
+133.7%
+103.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.1% |
| 30D | +10.1% | +11.2% | -1.1% | +6.2% |
| 3M | -4.2% | +13.1% | -17.3% | -8.1% |
| 6M | -7.2% | +23.9% | -31.1% | -14.1% |
| YTD | -47.7% | +52.3% | -100.0% | -55.2% |
| 1Y | -46.7% | +56.7% | -103.4% | -54.8% |
| 3Y | -34.1% | +87.5% | -121.6% | -48.3% |
| 5Y | -43.3% | +82.8% | -126.1% | -55.4% |
| All | +236.7% | +133.7% | +103.0% | +150.2% |
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