+19.6%
ITW vs HIG
+101.8%
-82.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | -2.3% | -0.1% | -1.4% |
| 30D | -9.5% | -1.2% | -8.3% | -9.1% |
| 3M | +6.6% | +6.3% | +0.4% | +3.5% |
| 6M | -1.8% | +0.6% | -2.3% | -2.3% |
| YTD | +9.0% | +0.6% | +8.4% | +8.3% |
| 1Y | +3.6% | +6.1% | -2.5% | +0.3% |
| All | +19.6% | +101.8% | -82.1% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling