+47.4%
FHN vs ITUB
+1,920.1%
-1,872.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.2% | +8.7% | -7.5% | -1.9% |
| 30D | -4.7% | -0.7% | -4.0% | -4.7% |
| 3M | +3.5% | +7.8% | -4.2% | +0.2% |
| 6M | +7.8% | -3.4% | +11.2% | +8.3% |
| YTD | +5.9% | +16.3% | -10.4% | -1.0% |
| 1Y | +12.5% | +29.8% | -17.4% | +0.5% |
| 3Y | +117.2% | +111.1% | +6.1% | +59.0% |
| 5Y | +86.5% | +173.6% | -87.0% | +17.6% |
| 10Y | +125.7% | +193.2% | -67.5% | +27.4% |
| All | +47.4% | +1,920.1% | -1,872.7% | -47.1% |
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