+15,309.0%
INTU vs HST
+1,831.2%
+13,477.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | +1.0% |
| 7D | +7.1% | -4.2% | +11.3% | +8.3% |
| 30D | +23.0% | +9.6% | +13.4% | +20.0% |
| 3M | +8.7% | -1.1% | +9.8% | +8.9% |
| 6M | -10.1% | +21.1% | -31.2% | -14.9% |
| YTD | -45.7% | +47.1% | -92.8% | -51.4% |
| 1Y | -45.1% | +64.0% | -109.1% | -52.3% |
| 3Y | -26.9% | +77.1% | -104.0% | -38.4% |
| 5Y | -40.0% | +71.8% | -111.7% | -49.2% |
| 10Y | +265.4% | +146.3% | +119.1% | +166.2% |
| All | +15,309.0% | +1,831.2% | +13,477.8% | +7,055.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling