+572.8%
HAL vs ITUB
+1,920.1%
-1,347.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +2.9% | +8.7% | -5.8% | -0.5% |
| 30D | +17.0% | -0.7% | +17.7% | +17.0% |
| 3M | -9.7% | +7.8% | -17.4% | -12.9% |
| 6M | +8.6% | -3.4% | +12.0% | +8.5% |
| YTD | +33.0% | +16.3% | +16.7% | +22.7% |
| 1Y | +68.3% | +29.8% | +38.5% | +48.1% |
| 3Y | +0.1% | +111.1% | -111.0% | -30.1% |
| 5Y | +102.6% | +173.6% | -70.9% | +22.6% |
| 10Y | +3.8% | +193.2% | -189.4% | -41.6% |
| All | +572.8% | +1,920.1% | -1,347.3% | +149.9% |
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 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