+35.0%
ITW vs HDB
-38.7%
+73.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.3% |
| 7D | -1.9% | -4.9% | +3.0% | -0.7% |
| 30D | -10.4% | -5.8% | -4.5% | -9.1% |
| 3M | +3.5% | -5.2% | +8.7% | +4.6% |
| 6M | -3.4% | -25.7% | +22.3% | +3.4% |
| YTD | +8.5% | -39.6% | +48.1% | +21.9% |
| 1Y | +3.2% | -36.9% | +40.1% | +14.6% |
| 3Y | +18.9% | -29.7% | +48.6% | +26.9% |
| 5Y | +35.0% | -37.8% | +72.8% | +43.5% |
| All | +35.0% | -38.7% | +73.7% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling