+37.6%
ITW vs HIG
+116.1%
-78.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.7% | -1.5% | +0.7% | 0.0% |
| 30D | -8.3% | -0.4% | -8.0% | -8.2% |
| 3M | +6.0% | +6.7% | -0.6% | +2.5% |
| 6M | 0.0% | +2.0% | -2.0% | -1.4% |
| YTD | +10.2% | +0.3% | +9.9% | +9.5% |
| 1Y | +3.2% | +4.2% | -1.0% | +0.5% |
| 3Y | +21.0% | +102.2% | -81.2% | -16.8% |
| All | +37.6% | +116.1% | -78.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling