+103.6%
HAL vs ITW
+35.1%
+68.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | -3.3% | -2.4% | -0.9% | -1.8% |
| 30D | +7.2% | -9.5% | +16.7% | +14.1% |
| 3M | -8.8% | +6.6% | -15.4% | -13.7% |
| 6M | +3.0% | -1.8% | +4.7% | +2.3% |
| YTD | +29.4% | +9.0% | +20.4% | +18.6% |
| 1Y | +62.8% | +3.6% | +59.3% | +54.8% |
| 3Y | -6.4% | +19.4% | -25.9% | -19.4% |
| 5Y | +103.6% | +36.4% | +67.2% | +50.7% |
| All | +103.6% | +35.1% | +68.5% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling