+243.7%
INTU vs HWM
+1,247.7%
-1,004.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -1.2% | -1.8% | +0.5% | -1.0% |
| 30D | +12.4% | -2.7% | +15.1% | +12.6% |
| 3M | +2.3% | -22.7% | +25.0% | +8.2% |
| 6M | -13.3% | -18.9% | +5.6% | -10.1% |
| YTD | -47.9% | +7.1% | -55.0% | -50.9% |
| 1Y | -47.2% | +4.7% | -51.8% | -49.9% |
| 3Y | -33.9% | +345.6% | -379.5% | -60.4% |
| 5Y | -41.3% | +588.3% | -629.6% | -69.0% |
| 10Y | +237.9% | +1,516.2% | -1,278.3% | +32.0% |
| All | +243.7% | +1,247.7% | -1,004.1% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling