+133.9%
HL vs ITW
+5.8%
+128.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +1.5% | -3.6% | +5.0% | +3.0% |
| 30D | +25.1% | -9.1% | +34.2% | +30.0% |
| 3M | +22.9% | +8.2% | +14.7% | +17.2% |
| 6M | -4.9% | -4.8% | -0.1% | -4.7% |
| YTD | +7.8% | +11.0% | -3.2% | +6.8% |
| 1Y | +133.9% | +4.2% | +129.6% | +143.4% |
| All | +133.9% | +5.8% | +128.1% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling