-38.4%
INTU vs THC
+250.3%
-288.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -7.1% | -0.7% | -6.4% | -7.0% |
| 30D | +1.5% | +1.3% | +0.2% | +1.1% |
| 3M | +10.7% | +64.2% | -53.6% | -1.3% |
| 6M | -23.8% | +8.3% | -32.1% | -25.8% |
| YTD | -49.3% | +33.4% | -82.7% | -53.2% |
| 1Y | -49.7% | +37.7% | -87.3% | -54.2% |
| 3Y | -38.0% | +236.8% | -274.8% | -58.1% |
| All | -38.4% | +250.3% | -288.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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