-22.7%
HD vs ITUB
+28.2%
-50.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.5% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -10.8% | +2.6% | -13.4% | -11.4% |
| 3M | -2.7% | +8.4% | -11.1% | -4.9% |
| 6M | -10.3% | -0.5% | -9.7% | -10.6% |
| YTD | -7.8% | +15.3% | -23.1% | -9.2% |
| All | -22.7% | +28.2% | -50.9% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling