+8.5%
HD vs ITW
+38.8%
-30.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -1.2% | -1.6% | +0.4% | 0.0% |
| 30D | +20.9% | +8.9% | +12.0% | +14.0% |
| 3M | -0.2% | -0.9% | +0.7% | +0.5% |
| 6M | +14.5% | +16.0% | -1.5% | +3.2% |
| YTD | +4.3% | +19.4% | -15.1% | -8.1% |
| 1Y | -3.5% | +20.7% | -24.1% | -15.6% |
| 3Y | +30.1% | +33.4% | -3.3% | +4.0% |
| 5Y | +8.5% | +39.1% | -30.6% | -17.0% |
| All | +8.5% | +38.8% | -30.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling