-36.1%
HOOD vs ITW
+24.0%
-60.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +2.2% |
| 7D | -4.4% | +6.3% | -10.7% | -3.9% |
| 30D | -23.4% | +11.1% | -34.5% | -22.7% |
| 3M | -6.5% | +0.1% | -6.6% | -7.2% |
| 6M | +14.2% | +18.1% | -3.9% | +16.5% |
| YTD | -22.7% | +21.4% | -44.1% | -19.0% |
| 1Y | -36.1% | +22.9% | -59.0% | -34.5% |
| All | -36.1% | +24.0% | -60.2% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling