+876.3%
HALO vs ITUB
+220.1%
+656.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | +5.3% | +12.6% | -7.3% | +3.3% |
| 3M | +51.6% | +6.4% | +45.2% | +49.5% |
| 6M | +61.3% | +0.6% | +60.7% | +60.3% |
| YTD | +59.3% | +18.8% | +40.4% | +53.8% |
| 1Y | +38.3% | +31.0% | +7.3% | +31.0% |
| 3Y | +185.9% | +118.1% | +67.8% | +145.1% |
| 5Y | +159.9% | +193.0% | -33.1% | +107.7% |
| All | +876.3% | +220.1% | +656.2% | +634.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling