+235.3%
INTU vs HWM
+1,636.6%
-1,401.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.0% | -2.2% |
| 7D | -3.9% | +1.6% | -5.5% | -4.6% |
| 30D | +11.7% | -3.9% | +15.7% | +12.2% |
| 3M | +4.5% | -23.2% | +27.7% | +10.8% |
| 6M | -13.9% | -20.0% | +6.1% | -10.4% |
| YTD | -48.2% | +5.7% | -53.9% | -51.0% |
| 1Y | -47.1% | +4.9% | -52.0% | -49.9% |
| 3Y | -32.5% | +347.0% | -379.5% | -59.7% |
| 5Y | -42.6% | +563.0% | -605.6% | -69.4% |
| 10Y | +235.3% | +1,579.2% | -1,343.9% | +29.2% |
| All | +235.3% | +1,636.6% | -1,401.3% | +29.2% |
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