+233.5%
INTU vs HWM
+1,554.5%
-1,321.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | +0.1% |
| 7D | -3.9% | +5.0% | -8.9% | -5.2% |
| 30D | +12.0% | +1.5% | +10.5% | +10.9% |
| 3M | +2.3% | -20.3% | +22.6% | +7.5% |
| 6M | -12.1% | -18.0% | +5.9% | -9.0% |
| YTD | -47.5% | +9.5% | -57.0% | -50.8% |
| 1Y | -46.9% | +7.5% | -54.4% | -50.0% |
| 3Y | -33.5% | +355.7% | -389.1% | -60.4% |
| 5Y | -41.2% | +610.2% | -651.4% | -69.3% |
| 10Y | +233.5% | +1,516.8% | -1,283.3% | +28.4% |
| All | +233.5% | +1,554.5% | -1,321.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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