+215.0%
HIMS vs ITUB
+185.6%
+29.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.5% |
| 7D | -1.4% | +1.0% | -2.3% | -1.7% |
| 30D | -10.1% | +10.7% | -20.8% | -13.0% |
| 3M | -1.2% | +10.1% | -11.3% | -4.4% |
| 6M | +16.9% | -0.1% | +17.0% | +16.8% |
| YTD | -15.5% | +18.4% | -33.9% | -19.8% |
| 1Y | -42.6% | +31.3% | -73.8% | -47.2% |
| 3Y | +320.2% | +124.6% | +195.6% | +232.0% |
| 5Y | +215.0% | +192.0% | +23.1% | +114.3% |
| All | +215.0% | +185.6% | +29.4% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling