+2.1%
HD vs ITW
+18.4%
-16.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -0.6% |
| 30D | -10.8% | -10.4% | -0.5% | -4.2% |
| 3M | -2.7% | +3.5% | -6.2% | -4.9% |
| 6M | -10.3% | -3.4% | -6.9% | -8.5% |
| YTD | -7.8% | +8.5% | -16.3% | -12.7% |
| 1Y | -23.1% | +3.2% | -26.4% | -25.0% |
| All | +2.1% | +18.4% | -16.2% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling