+40.0%
HLT vs ITW
+19.7%
+20.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.6% |
| 7D | +3.6% | +1.4% | +2.1% | +2.9% |
| 30D | +14.6% | +6.8% | +7.7% | +11.3% |
| 3M | +13.9% | -3.4% | +17.3% | +15.6% |
| 6M | +18.3% | +13.5% | +4.8% | +9.8% |
| YTD | +28.9% | +18.1% | +10.8% | +15.0% |
| 1Y | +40.0% | +19.4% | +20.6% | +22.6% |
| All | +40.0% | +19.7% | +20.4% | +22.6% |
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