+195.0%
ITW vs HAS
+97.5%
+97.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +2.3% | +1.4% | +1.0% | +1.9% |
| 30D | +6.7% | +26.3% | -19.6% | -0.9% |
| 3M | -0.5% | +25.6% | -26.1% | -7.6% |
| 6M | +16.4% | +30.3% | -13.8% | +6.4% |
| YTD | +19.0% | +50.4% | -31.4% | +3.5% |
| 1Y | +20.2% | +57.7% | -37.5% | +3.0% |
| 3Y | +33.1% | +213.4% | -180.3% | -10.6% |
| 5Y | +35.7% | +49.1% | -13.4% | +13.6% |
| All | +195.0% | +97.5% | +97.4% | +119.7% |
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