+54.0%
HL vs ITW
+9,414.5%
-9,360.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.2% |
| 7D | -5.6% | -2.4% | -3.2% | -4.8% |
| 30D | +12.7% | -9.5% | +22.3% | +17.0% |
| 3M | +42.5% | +6.6% | +35.9% | +38.8% |
| 6M | -9.0% | -1.8% | -7.2% | -8.6% |
| YTD | +4.4% | +9.0% | -4.6% | +0.9% |
| 1Y | +82.7% | +3.6% | +79.1% | +79.4% |
| 3Y | +406.3% | +19.4% | +386.8% | +370.3% |
| 5Y | +238.2% | +36.4% | +201.8% | +198.9% |
| 10Y | +268.9% | +190.0% | +78.9% | +151.5% |
| All | +54.0% | +9,414.5% | -9,360.5% | -3.2% |
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