+188.3%
ITW vs HIG
+313.7%
-125.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.7% | -1.5% | +0.7% | -0.2% |
| 30D | -8.3% | -0.4% | -8.0% | -8.2% |
| 3M | +6.0% | +6.7% | -0.6% | +3.1% |
| 6M | 0.0% | +2.0% | -2.0% | -1.1% |
| YTD | +10.2% | +0.3% | +9.9% | +9.7% |
| 1Y | +3.2% | +4.2% | -1.0% | +1.0% |
| 3Y | +21.0% | +102.2% | -81.2% | -9.9% |
| 5Y | +37.9% | +118.5% | -80.6% | -1.2% |
| All | +188.3% | +313.7% | -125.4% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling