+1,071.0%
ITW vs HBM
+654.4%
+416.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.4% |
| 7D | -0.4% | +7.4% | -7.8% | -1.6% |
| 30D | -9.4% | +5.1% | -14.5% | -10.3% |
| 3M | +7.1% | +11.1% | -4.0% | +4.4% |
| 6M | -1.9% | +30.2% | -32.1% | -7.7% |
| YTD | +10.4% | +46.2% | -35.8% | +1.2% |
| 1Y | +3.3% | +120.0% | -116.7% | -12.2% |
| 3Y | +21.0% | +527.4% | -506.4% | -16.9% |
| 5Y | +36.3% | +400.4% | -364.1% | -7.3% |
| 10Y | +185.8% | +621.5% | -435.7% | +55.1% |
| All | +1,071.0% | +654.4% | +416.6% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling