+1,460.2%
ITW vs HDB
+4,259.4%
-2,799.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.3% | +2.7% | -0.4% | +1.5% |
| 30D | +6.7% | +14.1% | -7.4% | +2.5% |
| 3M | -0.5% | +11.8% | -12.4% | -4.1% |
| 6M | +16.4% | +8.2% | +8.2% | +12.9% |
| YTD | +19.0% | -29.3% | +48.3% | +30.2% |
| 1Y | +20.2% | -28.8% | +49.0% | +31.3% |
| 3Y | +33.1% | -7.5% | +40.6% | +31.9% |
| 5Y | +35.7% | -23.1% | +58.8% | +39.9% |
| 10Y | +194.0% | +63.7% | +130.3% | +131.6% |
| All | +1,460.2% | +4,259.4% | -2,799.2% | +422.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling