+1,422.6%
DHI vs ITUB
+1,964.7%
-542.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.4% | +2.2% | -5.6% | -4.2% |
| 30D | -5.4% | +12.6% | -18.0% | -9.4% |
| 3M | -10.4% | +6.4% | -16.9% | -12.9% |
| 6M | -2.8% | +0.6% | -3.4% | -3.6% |
| YTD | -3.4% | +18.8% | -22.3% | -10.1% |
| 1Y | -22.9% | +31.0% | -53.9% | -30.9% |
| 3Y | +20.7% | +118.1% | -97.4% | -11.5% |
| 5Y | +62.1% | +193.0% | -130.9% | +1.5% |
| 10Y | +410.4% | +217.1% | +193.3% | +168.6% |
| All | +1,422.6% | +1,964.7% | -542.0% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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