+513.1%
HAL vs ITUB
+1,767.9%
-1,254.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.3% |
| 7D | +6.1% | +1.9% | +4.2% | +5.3% |
| 30D | +2.9% | -22.2% | +25.1% | +11.9% |
| 3M | +3.3% | +2.7% | +0.6% | -0.4% |
| 6M | -16.9% | -3.0% | -14.0% | -18.6% |
| YTD | +21.2% | +7.5% | +13.7% | +12.7% |
| 1Y | +27.5% | +10.5% | +17.1% | +17.0% |
| 3Y | -6.4% | +81.0% | -87.4% | -31.7% |
| 5Y | +58.0% | +181.8% | -123.8% | -7.3% |
| 10Y | -14.6% | +170.2% | -184.8% | -51.2% |
| All | +513.1% | +1,767.9% | -1,254.8% | +129.4% |
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