+1,729.1%
HCA vs ITUB
+137.8%
+1,591.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.8% |
| 7D | +2.9% | +1.0% | +2.0% | +2.6% |
| 30D | +2.4% | +10.7% | -8.3% | -0.1% |
| 3M | +13.0% | +10.1% | +3.0% | +10.2% |
| 6M | -21.4% | -0.1% | -21.3% | -21.8% |
| YTD | -9.5% | +18.4% | -27.9% | -13.7% |
| 1Y | +7.5% | +31.3% | -23.7% | -0.2% |
| 3Y | +57.6% | +124.6% | -67.0% | +27.1% |
| 5Y | +71.1% | +192.0% | -120.9% | +25.1% |
| 10Y | +498.8% | +216.0% | +282.8% | +309.1% |
| All | +1,729.1% | +137.8% | +1,591.3% | +1,137.4% |
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