+9,731.1%
ITW vs HAS
+4,755.6%
+4,975.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.1% |
| 7D | +0.5% | +1.6% | -1.2% | 0.0% |
| 30D | +7.7% | +26.6% | -18.9% | +1.0% |
| 3M | -1.3% | +29.0% | -30.3% | -8.0% |
| 6M | +15.5% | +30.6% | -15.1% | +6.9% |
| YTD | +18.6% | +51.5% | -32.9% | +5.2% |
| 1Y | +19.8% | +58.5% | -38.6% | +5.0% |
| 3Y | +32.5% | +214.1% | -181.6% | -5.0% |
| 5Y | +35.3% | +50.2% | -14.9% | +15.7% |
| 10Y | +193.2% | +100.0% | +93.2% | +120.9% |
| All | +9,731.1% | +4,755.6% | +4,975.5% | +3,439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling