-43.5%
INTU vs HWM
+606.1%
-649.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.1% | +11.1% | -15.3% | -6.8% |
| 30D | +12.8% | +3.0% | +9.9% | +11.3% |
| 3M | +2.1% | -20.7% | +22.8% | +8.1% |
| 6M | -11.5% | -17.2% | +5.7% | -8.3% |
| YTD | -47.9% | +9.1% | -57.0% | -52.5% |
| 1Y | -47.7% | +9.0% | -56.7% | -52.4% |
| 3Y | -34.0% | +353.8% | -387.8% | -72.0% |
| 5Y | -43.5% | +608.0% | -651.6% | -81.6% |
| All | -43.5% | +606.1% | -649.6% | -81.6% |
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