+19.6%
ITW vs HBM
+460.9%
-441.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +8.0% | +1.2% |
| 7D | -2.4% | -3.7% | +1.4% | -2.1% |
| 30D | -9.5% | -3.7% | -5.9% | -9.4% |
| 3M | +6.6% | +8.0% | -1.4% | +5.4% |
| 6M | -1.8% | +15.8% | -17.5% | -4.5% |
| YTD | +9.0% | +34.4% | -25.4% | +3.8% |
| 1Y | +3.6% | +98.2% | -94.6% | -6.2% |
| All | +19.6% | +460.9% | -441.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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