+177.3%
HOOD vs ITW
+36.9%
+140.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.6% |
| 7D | -7.8% | -0.7% | -7.1% | -7.3% |
| 30D | +18.6% | -8.3% | +26.9% | +27.0% |
| 3M | +22.1% | +6.0% | +16.0% | +14.5% |
| 6M | +43.1% | 0.0% | +43.1% | +40.2% |
| YTD | -0.5% | +10.2% | -10.7% | -12.2% |
| 1Y | -4.4% | +3.2% | -7.6% | -10.9% |
| 3Y | +938.5% | +21.0% | +917.5% | +722.2% |
| All | +177.3% | +36.9% | +140.4% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling