-38.4%
INTU vs HWM
+743.6%
-782.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -7.1% | -2.1% | -5.0% | -6.7% |
| 30D | +1.5% | -11.0% | +12.4% | +4.6% |
| 3M | +10.7% | +4.0% | +6.6% | +7.9% |
| 6M | -23.8% | -0.2% | -23.6% | -25.4% |
| YTD | -49.3% | +26.7% | -76.0% | -55.1% |
| 1Y | -49.7% | +44.7% | -94.4% | -58.1% |
| 3Y | -38.0% | +426.1% | -464.1% | -72.9% |
| All | -38.4% | +743.6% | -782.0% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling