+1,420.3%
HL vs ITUB
+1,902.7%
-482.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.3% |
| 30D | +18.8% | +2.6% | +16.2% | +17.4% |
| 3M | +43.7% | +8.4% | +35.3% | +38.7% |
| 6M | -1.0% | -0.5% | -0.5% | -1.0% |
| YTD | +8.7% | +15.3% | -6.6% | +2.7% |
| 1Y | +105.0% | +28.7% | +76.3% | +84.8% |
| 3Y | +427.3% | +118.7% | +308.6% | +276.2% |
| 5Y | +249.3% | +182.7% | +66.6% | +115.6% |
| 10Y | +284.2% | +207.6% | +76.6% | +100.8% |
| All | +1,420.3% | +1,902.7% | -482.4% | +364.4% |
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