+4.5%
HD vs ITW
+35.1%
-30.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.9% |
| 7D | -3.9% | -2.4% | -1.5% | -2.3% |
| 30D | -13.1% | -9.5% | -3.6% | -6.9% |
| 3M | -3.4% | +6.6% | -10.1% | -7.8% |
| 6M | -12.6% | -1.8% | -10.8% | -11.6% |
| YTD | -9.2% | +9.0% | -18.2% | -14.8% |
| 1Y | -23.9% | +3.6% | -27.5% | -26.2% |
| 3Y | +0.4% | +19.4% | -19.0% | -13.1% |
| 5Y | +4.5% | +36.4% | -31.9% | -17.5% |
| All | +4.5% | +35.1% | -30.6% | -17.5% |
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