+392.8%
HL vs ITW
+20.2%
+372.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -4.4% | -0.7% | -3.6% | -4.0% |
| 30D | +9.3% | -8.3% | +17.6% | +14.4% |
| 3M | +32.0% | +6.0% | +26.0% | +26.7% |
| 6M | -6.4% | 0.0% | -6.4% | -7.3% |
| YTD | +3.1% | +10.2% | -7.1% | -2.7% |
| 1Y | +77.6% | +3.2% | +74.3% | +73.3% |
| 3Y | +392.8% | +21.0% | +371.8% | +317.0% |
| All | +392.8% | +20.2% | +372.6% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling