-40.2%
INTU vs HUM
+6.5%
-46.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.6% | +2.6% |
| 7D | -3.3% | +2.1% | -5.4% | -3.5% |
| 30D | -3.9% | +5.4% | -9.3% | -4.5% |
| 3M | +16.6% | +11.4% | +5.2% | +15.0% |
| 6M | -26.4% | +141.5% | -167.9% | -34.0% |
| YTD | -51.0% | +61.2% | -112.2% | -54.1% |
| 1Y | -50.8% | +49.2% | -99.9% | -53.7% |
| 3Y | -40.1% | -9.0% | -31.0% | -39.3% |
| All | -40.2% | +6.5% | -46.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 5y: compounded portfolio wealth divided by compounded HUM 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…
5y analysis · Full analysis span regression · 6 months rolling