+634.9%
HLT vs ITW
+358.4%
+276.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | -5.0% | -8.3% | +3.3% | +0.2% |
| 3M | -10.4% | +6.0% | -16.4% | -14.1% |
| 6M | +3.2% | 0.0% | +3.3% | +2.5% |
| YTD | +6.7% | +10.2% | -3.5% | -0.5% |
| 1Y | +10.3% | +3.2% | +7.1% | +6.8% |
| 3Y | +99.3% | +21.0% | +78.4% | +73.6% |
| 5Y | +143.7% | +37.9% | +105.8% | +92.3% |
| 10Y | +584.7% | +193.2% | +391.5% | +217.6% |
| All | +634.9% | +358.4% | +276.6% | +153.0% |
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 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