+963.5%
HOOD vs ITW
+18.4%
+945.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -0.6% |
| 7D | +7.7% | -1.9% | +9.6% | +9.2% |
| 30D | +22.0% | -10.4% | +32.3% | +30.5% |
| 3M | +37.6% | +3.5% | +34.1% | +32.5% |
| 6M | +45.3% | -3.4% | +48.6% | +46.7% |
| YTD | +1.9% | +8.5% | -6.6% | -8.2% |
| 1Y | -2.7% | +3.2% | -6.0% | -8.8% |
| All | +963.5% | +18.4% | +945.1% | +755.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling