+194.6%
ITW vs HAS
+102.4%
+92.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | +0.5% | +3.3% | -2.8% | -0.5% |
| 30D | +9.1% | +30.5% | -21.5% | +0.2% |
| 3M | -1.6% | +29.9% | -31.5% | -9.5% |
| 6M | +14.5% | +26.5% | -12.1% | +5.6% |
| YTD | +19.2% | +51.9% | -32.8% | +3.3% |
| 1Y | +20.9% | +60.9% | -40.0% | +3.0% |
| 3Y | +33.1% | +215.0% | -181.9% | -10.7% |
| 5Y | +38.2% | +51.5% | -13.3% | +15.1% |
| All | +194.6% | +102.4% | +92.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling