+245.6%
HIG vs ITUB
+1,964.7%
-1,719.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | -0.4% | +12.6% | -13.0% | -5.2% |
| 3M | +6.7% | +6.4% | +0.3% | +3.4% |
| 6M | +2.0% | +0.6% | +1.4% | +0.4% |
| YTD | +0.3% | +18.8% | -18.6% | -8.2% |
| 1Y | +4.2% | +31.0% | -26.8% | -8.8% |
| 3Y | +102.2% | +118.1% | -15.8% | +39.4% |
| 5Y | +118.5% | +193.0% | -74.5% | +25.7% |
| 10Y | +311.1% | +217.1% | +94.0% | +95.1% |
| All | +245.6% | +1,964.7% | -1,719.1% | +3.5% |
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