+36.3%
ITW vs HAS
+10.2%
+26.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | -0.4% | -3.1% | +2.7% | +0.5% |
| 30D | -9.4% | -2.7% | -6.7% | -8.7% |
| 3M | +7.1% | +8.9% | -1.8% | +4.1% |
| 6M | -1.9% | -2.9% | +1.1% | -1.7% |
| YTD | +10.4% | +12.6% | -2.2% | +5.4% |
| 1Y | +3.3% | +17.5% | -14.2% | -2.8% |
| 3Y | +21.0% | +46.2% | -25.2% | +5.1% |
| 5Y | +36.3% | +12.6% | +23.7% | +32.3% |
| All | +36.3% | +10.2% | +26.1% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling