-2.6%
HD vs ITW
+20.3%
-22.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | +1.5% | +2.3% | -0.8% | -0.3% |
| 30D | +18.0% | +6.7% | +11.3% | +12.6% |
| 3M | +2.8% | -0.5% | +3.3% | +3.2% |
| 6M | +17.0% | +16.4% | +0.6% | +4.4% |
| YTD | +3.5% | +19.0% | -15.4% | -10.2% |
| 1Y | -2.6% | +20.2% | -22.8% | -17.3% |
| All | -2.6% | +20.3% | -22.9% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling