+19.1%
ITW vs HDB
-30.2%
+49.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.4% |
| 7D | -1.9% | -4.9% | +3.0% | -1.0% |
| 30D | -10.4% | -5.8% | -4.5% | -9.4% |
| 3M | +3.5% | -5.2% | +8.7% | +4.3% |
| 6M | -3.4% | -25.7% | +22.3% | +1.0% |
| YTD | +8.5% | -39.6% | +48.1% | +16.6% |
| 1Y | +3.2% | -36.9% | +40.1% | +10.1% |
| All | +19.1% | -30.2% | +49.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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