+35.0%
ITW vs HST
+75.9%
-40.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -10.4% | -2.8% | -7.6% | -9.5% |
| 3M | +3.5% | -6.5% | +10.0% | +5.9% |
| 6M | -3.4% | +20.7% | -24.1% | -10.4% |
| YTD | +8.5% | +30.5% | -21.9% | -2.3% |
| 1Y | +3.2% | +36.8% | -33.5% | -8.8% |
| 3Y | +18.9% | +65.9% | -47.0% | -3.2% |
| 5Y | +35.0% | +73.9% | -38.9% | +8.5% |
| All | +35.0% | +75.9% | -40.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling