+392.8%
HL vs ITUB
+120.9%
+271.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -4.4% | +2.2% | -6.6% | -5.7% |
| 30D | +9.3% | +12.6% | -3.3% | +1.9% |
| 3M | +32.0% | +6.4% | +25.6% | +26.7% |
| 6M | -6.4% | +0.6% | -7.0% | -7.5% |
| YTD | +3.1% | +18.8% | -15.7% | -5.2% |
| 1Y | +77.6% | +31.0% | +46.6% | +54.9% |
| 3Y | +392.8% | +118.1% | +274.8% | +234.5% |
| All | +392.8% | +120.9% | +271.9% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling