+9,101.3%
ITW vs HAS
+3,598.5%
+5,502.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | -9.1% | +2.3% | -11.4% | -9.7% |
| 3M | +8.2% | +10.4% | -2.1% | +5.2% |
| 6M | -4.8% | -3.2% | -1.5% | -4.5% |
| YTD | +11.0% | +15.4% | -4.4% | +6.0% |
| 1Y | +4.2% | +18.8% | -14.6% | -1.3% |
| 3Y | +17.3% | +43.9% | -26.7% | +3.1% |
| 5Y | +33.0% | +13.9% | +19.1% | +22.5% |
| 10Y | +182.3% | +56.4% | +125.9% | +127.4% |
| All | +9,101.3% | +3,598.5% | +5,502.8% | +3,468.4% |
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