+31,139.8%
HD vs ITW
+9,591.0%
+21,548.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -2.1% | -3.6% | +1.5% | -0.2% |
| 30D | -8.4% | -9.1% | +0.7% | -3.7% |
| 3M | +4.3% | +8.2% | -3.9% | +0.1% |
| 6M | -11.1% | -4.8% | -6.4% | -8.8% |
| YTD | -4.7% | +11.0% | -15.7% | -9.8% |
| 1Y | -19.8% | +4.2% | -24.1% | -21.7% |
| 3Y | +4.1% | +17.3% | -13.2% | -4.9% |
| 5Y | +10.3% | +33.0% | -22.7% | -5.7% |
| 10Y | +203.2% | +182.3% | +20.8% | +73.5% |
| All | +31,139.8% | +9,591.0% | +21,548.8% | +3,425.0% |
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 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