+30,424.6%
HD vs ITW
+9,539.7%
+20,884.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -1.2% | -0.4% | -0.7% | -0.9% |
| 30D | -11.1% | -9.4% | -1.7% | -6.4% |
| 3M | +2.0% | +7.1% | -5.1% | -1.6% |
| 6M | -10.5% | -1.9% | -8.6% | -9.5% |
| YTD | -6.9% | +10.4% | -17.3% | -11.7% |
| 1Y | -23.2% | +3.3% | -26.5% | -24.6% |
| 3Y | +3.1% | +21.0% | -17.9% | -7.3% |
| 5Y | +7.4% | +36.3% | -28.9% | -9.3% |
| 10Y | +205.0% | +185.8% | +19.2% | +73.5% |
| All | +30,424.6% | +9,539.7% | +20,884.9% | +3,354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ITW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling