+3.6%
ITW vs HST
+37.1%
-33.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -9.5% | -0.7% | -8.9% | -9.4% |
| 3M | +6.6% | -4.0% | +10.7% | +7.9% |
| 6M | -1.8% | +20.7% | -22.5% | -10.0% |
| YTD | +9.0% | +31.0% | -22.0% | -3.5% |
| 1Y | +3.6% | +36.2% | -32.7% | -7.5% |
| All | +3.6% | +37.1% | -33.5% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling