+494.6%
HAL vs ITUB
+1,728.2%
-1,233.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | -0.1% | -25.4% | +25.4% | +10.4% |
| 3M | -1.1% | -0.3% | -0.8% | -3.6% |
| 6M | -20.7% | -8.0% | -12.8% | -20.7% |
| YTD | +17.5% | +5.2% | +12.3% | +10.2% |
| 1Y | +24.1% | +7.4% | +16.7% | +15.1% |
| 3Y | -8.4% | +74.5% | -82.9% | -32.2% |
| 5Y | +53.2% | +175.8% | -122.6% | -9.3% |
| 10Y | -17.2% | +164.4% | -181.6% | -52.3% |
| All | +494.6% | +1,728.2% | -1,233.6% | +124.3% |
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