+1,348.6%
ITW vs HDB
+3,694.0%
-2,345.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | -0.4% | -2.0% | +1.6% | +0.1% |
| 30D | -9.4% | -4.9% | -4.6% | -8.2% |
| 3M | +7.1% | -2.3% | +9.4% | +7.4% |
| 6M | -1.9% | -23.7% | +21.9% | +5.5% |
| YTD | +10.4% | -38.5% | +48.9% | +26.3% |
| 1Y | +3.3% | -36.5% | +39.8% | +16.8% |
| 3Y | +21.0% | -28.5% | +49.5% | +29.7% |
| 5Y | +36.3% | -37.4% | +73.7% | +49.6% |
| 10Y | +185.8% | +34.0% | +151.7% | +139.1% |
| All | +1,348.6% | +3,694.0% | -2,345.4% | +406.5% |
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 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