+123.6%
HOOD vs ITW
+43.1%
+80.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.5% |
| 7D | -3.8% | +2.3% | -6.1% | -5.4% |
| 30D | -23.0% | +6.7% | -29.7% | -26.7% |
| 3M | -21.6% | -0.5% | -21.1% | -21.5% |
| 6M | +1.4% | +16.4% | -15.0% | -11.7% |
| YTD | -31.2% | +19.0% | -50.1% | -42.6% |
| 1Y | -35.9% | +20.2% | -56.1% | -47.5% |
| 3Y | +836.9% | +33.1% | +803.9% | +592.7% |
| 5Y | +121.1% | +35.7% | +85.4% | +42.1% |
| All | +123.6% | +43.1% | +80.5% | +37.6% |
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 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