+1,246.9%
HAS vs ITUB
+1,920.1%
-673.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -1.8% | +8.7% | -10.5% | -3.4% |
| 30D | +2.3% | -0.7% | +3.0% | +2.3% |
| 3M | +10.4% | +7.8% | +2.6% | +8.5% |
| 6M | -3.2% | -3.4% | +0.2% | -3.1% |
| YTD | +15.4% | +16.3% | -0.9% | +11.4% |
| 1Y | +18.8% | +29.8% | -11.0% | +12.0% |
| 3Y | +43.9% | +111.1% | -67.1% | +22.2% |
| 5Y | +13.9% | +173.6% | -159.7% | -10.2% |
| 10Y | +56.4% | +193.2% | -136.8% | +14.1% |
| All | +1,246.9% | +1,920.1% | -673.2% | +606.7% |
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