+9,798.6%
ITW vs HST
+1,587.7%
+8,211.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +8.9% | +13.4% | -4.5% | +5.2% |
| 3M | -0.9% | +16.7% | -17.6% | -5.0% |
| 6M | +16.0% | +24.0% | -8.0% | +9.1% |
| YTD | +19.4% | +54.0% | -34.5% | +6.0% |
| 1Y | +20.7% | +55.0% | -34.4% | +6.8% |
| 3Y | +33.4% | +89.3% | -55.9% | +11.2% |
| 5Y | +39.1% | +85.4% | -46.3% | +14.2% |
| 10Y | +195.3% | +137.1% | +58.1% | +115.2% |
| All | +9,798.6% | +1,587.7% | +8,211.0% | +4,081.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling