+590.7%
HAL vs ITW
+9,539.7%
-8,949.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +15.9% | -9.4% | +25.4% | +23.4% |
| 3M | -8.7% | +7.1% | -15.8% | -13.5% |
| 6M | +9.0% | -1.9% | +10.9% | +8.5% |
| YTD | +32.0% | +10.4% | +21.6% | +21.4% |
| 1Y | +72.5% | +3.3% | +69.2% | +65.5% |
| 3Y | -4.5% | +21.0% | -25.6% | -17.0% |
| 5Y | +109.7% | +36.3% | +73.4% | +66.8% |
| 10Y | +1.2% | +185.8% | -184.6% | -45.0% |
| All | +590.7% | +9,539.7% | -8,949.0% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling