+11.9%
FHN vs ITUB
+30.9%
-19.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | -2.6% | +10.7% | -13.3% | -4.9% |
| 3M | +0.8% | +10.1% | -9.2% | -1.9% |
| 6M | +9.2% | -0.1% | +9.4% | +8.5% |
| YTD | +5.1% | +18.4% | -13.3% | +2.4% |
| All | +11.9% | +30.9% | -19.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling