+111.9%
HAL vs ITUB
+186.4%
-74.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | +10.9% | +2.6% | +8.3% | +9.9% |
| 3M | -5.8% | +8.4% | -14.3% | -8.5% |
| 6M | +8.1% | -0.5% | +8.7% | +7.1% |
| YTD | +33.2% | +15.3% | +17.9% | +25.4% |
| 1Y | +74.2% | +28.7% | +45.5% | +57.9% |
| 3Y | -3.7% | +118.7% | -122.3% | -29.0% |
| 5Y | +111.9% | +182.7% | -70.8% | +32.2% |
| All | +111.9% | +186.4% | -74.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling