+185.1%
ITW vs HAS
+59.3%
+125.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | 0.0% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -9.5% | -6.4% | -3.1% | -7.7% |
| 3M | +6.6% | +10.4% | -3.7% | +3.1% |
| 6M | -1.8% | -3.7% | +1.9% | -1.4% |
| YTD | +9.0% | +12.5% | -3.4% | +4.0% |
| 1Y | +3.6% | +19.8% | -16.3% | -3.3% |
| 3Y | +19.4% | +46.0% | -26.5% | +2.3% |
| 5Y | +36.4% | +12.5% | +23.9% | +24.7% |
| All | +185.1% | +59.3% | +125.7% | +132.0% |
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