+52.2%
HL vs ITW
+9,520.7%
-9,468.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -4.4% | -0.7% | -3.6% | -4.1% |
| 30D | +9.3% | -8.3% | +17.6% | +12.9% |
| 3M | +32.0% | +6.0% | +26.0% | +28.8% |
| 6M | -6.4% | 0.0% | -6.4% | -6.7% |
| YTD | +3.1% | +10.2% | -7.1% | -0.7% |
| 1Y | +77.6% | +3.2% | +74.3% | +74.6% |
| 3Y | +392.8% | +21.0% | +371.8% | +355.6% |
| 5Y | +234.1% | +37.9% | +196.2% | +194.1% |
| 10Y | +264.5% | +193.2% | +71.3% | +147.5% |
| All | +52.2% | +9,520.7% | -9,468.5% | -4.8% |
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