+645.2%
HWM vs ITW
+33.8%
+611.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -8.0% | -1.9% | -6.1% | -6.8% |
| 30D | -18.0% | -10.4% | -7.6% | -11.9% |
| 3M | -9.5% | +3.5% | -13.0% | -12.1% |
| 6M | -8.4% | -3.4% | -5.0% | -6.8% |
| YTD | +13.6% | +8.5% | +5.1% | +6.7% |
| 1Y | +30.2% | +3.2% | +27.0% | +26.2% |
| 3Y | +392.2% | +18.9% | +373.3% | +321.0% |
| 5Y | +645.2% | +35.0% | +610.2% | +461.4% |
| All | +645.2% | +33.8% | +611.4% | +461.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling