+14,729.7%
INTU vs THC
+1,031.7%
+13,698.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.6% |
| 7D | +0.1% | +3.7% | -3.6% | -0.4% |
| 30D | +15.4% | +9.0% | +6.4% | +14.0% |
| 3M | +6.6% | +10.4% | -3.8% | +5.0% |
| 6M | -11.3% | +45.7% | -57.0% | -16.1% |
| YTD | -47.7% | +42.6% | -90.3% | -50.8% |
| 1Y | -47.0% | +38.8% | -85.8% | -50.0% |
| 3Y | -29.9% | +418.8% | -448.8% | -46.4% |
| 5Y | -42.2% | +275.7% | -317.9% | -54.6% |
| 10Y | +251.7% | +1,496.2% | -1,244.6% | +101.0% |
| All | +14,729.7% | +1,031.7% | +13,698.0% | +6,732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling