+250.7%
HOOD vs ITW
+33.6%
+217.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | +17.1% | -3.6% | +20.7% | +20.5% |
| 30D | +31.6% | -9.1% | +40.7% | +41.6% |
| 3M | +38.2% | +8.2% | +30.0% | +27.6% |
| 6M | +48.5% | -4.8% | +53.3% | +52.2% |
| YTD | +8.0% | +11.0% | -3.1% | -4.9% |
| 1Y | +18.7% | +4.2% | +14.4% | +9.9% |
| 3Y | +999.1% | +17.3% | +981.8% | +806.4% |
| 5Y | +181.7% | +33.0% | +148.7% | +81.4% |
| All | +250.7% | +33.6% | +217.1% | +127.9% |
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