+21.0%
ITW vs HAS
+45.6%
-24.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -0.4% | -3.1% | +2.7% | +0.3% |
| 30D | -9.4% | -2.7% | -6.7% | -8.8% |
| 3M | +7.1% | +8.9% | -1.8% | +4.6% |
| 6M | -1.9% | -2.9% | +1.1% | -1.8% |
| YTD | +10.4% | +12.6% | -2.2% | +6.2% |
| 1Y | +3.3% | +17.5% | -14.2% | -1.9% |
| 3Y | +21.0% | +46.2% | -25.2% | +1.7% |
| All | +21.0% | +45.6% | -24.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling