+225.5%
HOOD vs ITW
+31.2%
+194.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -2.0% |
| 7D | -9.1% | -2.4% | -6.8% | -7.4% |
| 30D | +20.1% | -9.5% | +29.6% | +29.7% |
| 3M | +31.2% | +6.6% | +24.6% | +22.8% |
| 6M | +44.3% | -1.8% | +46.1% | +43.7% |
| YTD | +0.2% | +9.0% | -8.8% | -10.4% |
| 1Y | -3.5% | +3.6% | -7.1% | -10.4% |
| 3Y | +955.2% | +19.4% | +935.8% | +753.4% |
| 5Y | +175.3% | +36.4% | +138.9% | +87.0% |
| All | +225.5% | +31.2% | +194.3% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling