+33,829.3%
HD vs ITW
+10,282.1%
+23,547.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | +1.5% | +2.3% | -0.8% | +0.3% |
| 30D | +18.0% | +6.7% | +11.3% | +14.2% |
| 3M | +2.8% | -0.5% | +3.3% | +3.2% |
| 6M | +17.0% | +16.4% | +0.6% | +8.1% |
| YTD | +3.5% | +19.0% | -15.4% | -5.5% |
| 1Y | -2.6% | +20.2% | -22.8% | -11.5% |
| 3Y | +30.7% | +33.1% | -2.4% | +12.0% |
| 5Y | +6.2% | +35.7% | -29.5% | -10.1% |
| 10Y | +242.7% | +194.0% | +48.7% | +91.9% |
| All | +33,829.3% | +10,282.1% | +23,547.2% | +3,595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling