+2,422.4%
HALO vs ITUB
+1,558.8%
+863.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | +5.3% | +12.6% | -7.3% | +1.5% |
| 3M | +51.6% | +6.4% | +45.2% | +47.8% |
| 6M | +61.3% | +0.6% | +60.7% | +59.4% |
| YTD | +59.3% | +18.8% | +40.4% | +49.0% |
| 1Y | +38.3% | +31.0% | +7.3% | +24.9% |
| 3Y | +185.9% | +118.1% | +67.8% | +115.4% |
| 5Y | +159.9% | +193.0% | -33.1% | +70.3% |
| 10Y | +965.6% | +217.1% | +748.5% | +480.9% |
| All | +2,422.4% | +1,558.8% | +863.6% | +795.3% |
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