+203.4%
HD vs ITW
+191.6%
+11.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -3.9% | -2.4% | -1.5% | -2.4% |
| 30D | -13.1% | -9.5% | -3.6% | -7.4% |
| 3M | -3.4% | +6.6% | -10.1% | -7.4% |
| 6M | -12.6% | -1.8% | -10.8% | -11.6% |
| YTD | -9.2% | +9.0% | -18.2% | -14.3% |
| 1Y | -23.9% | +3.6% | -27.5% | -25.9% |
| 3Y | +0.4% | +19.4% | -19.0% | -11.3% |
| 5Y | +4.5% | +36.4% | -31.9% | -15.6% |
| All | +203.4% | +191.6% | +11.8% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling