+534.0%
HAL vs ITW
+10,282.1%
-9,748.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +6.1% | +2.3% | +3.8% | +4.5% |
| 30D | +2.9% | +6.7% | -3.8% | -1.7% |
| 3M | +3.3% | -0.5% | +3.9% | +3.1% |
| 6M | -16.9% | +16.4% | -33.3% | -25.8% |
| YTD | +21.2% | +19.0% | +2.2% | +5.8% |
| 1Y | +27.5% | +20.2% | +7.3% | +10.5% |
| 3Y | -6.4% | +33.1% | -39.5% | -23.7% |
| 5Y | +58.0% | +35.7% | +22.3% | +25.5% |
| 10Y | -14.6% | +194.0% | -208.7% | -54.8% |
| All | +534.0% | +10,282.1% | -9,748.1% | -15.0% |
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