+187.4%
HIMS vs ITUB
+92.3%
+95.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -0.9% | +8.2% | -9.2% | -2.6% |
| 30D | -10.8% | +4.7% | -15.5% | -11.7% |
| 3M | +3.7% | +13.0% | -9.3% | +1.0% |
| 6M | +79.0% | +4.2% | +74.8% | +77.8% |
| YTD | -13.2% | +18.6% | -31.8% | -16.1% |
| 1Y | -43.3% | +31.3% | -74.5% | -46.2% |
| 3Y | +331.4% | +124.9% | +206.5% | +273.0% |
| 5Y | +230.2% | +195.6% | +34.6% | +170.9% |
| All | +187.4% | +92.3% | +95.2% | +131.0% |
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 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