-42.6%
INTU vs USHY
+21.5%
-64.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.1% |
| 7D | -8.5% | -0.1% | -8.3% | -8.1% |
| 30D | -6.1% | 0.0% | -6.1% | -6.0% |
| 3M | +7.3% | +0.8% | +6.5% | +5.0% |
| 6M | -33.2% | +1.9% | -35.1% | -36.7% |
| YTD | -52.2% | +2.3% | -54.4% | -55.1% |
| 1Y | -52.7% | +4.1% | -56.8% | -57.6% |
| 3Y | -41.6% | +27.8% | -69.4% | -69.2% |
| 5Y | -42.6% | +21.5% | -64.1% | -57.2% |
| All | -42.6% | +21.5% | -64.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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