+188.3%
ITW vs HST
+110.3%
+77.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | +0.9% | -1.6% | -1.0% |
| 30D | -8.3% | -2.5% | -5.9% | -7.6% |
| 3M | +6.0% | -5.1% | +11.2% | +7.7% |
| 6M | 0.0% | +21.6% | -21.6% | -6.8% |
| YTD | +10.2% | +31.6% | -21.4% | -0.1% |
| 1Y | +3.2% | +36.1% | -32.9% | -7.7% |
| 3Y | +21.0% | +66.5% | -45.5% | +0.1% |
| 5Y | +37.9% | +76.6% | -38.7% | +9.1% |
| All | +188.3% | +110.3% | +77.9% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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