+634.9%
HLT vs ITUB
+225.7%
+409.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -5.0% | +12.6% | -17.6% | -7.7% |
| 3M | -10.4% | +6.4% | -16.8% | -11.9% |
| 6M | +3.2% | +0.6% | +2.6% | +2.7% |
| YTD | +6.7% | +18.8% | -12.1% | +1.8% |
| 1Y | +10.3% | +31.0% | -20.7% | +2.5% |
| 3Y | +99.3% | +118.1% | -18.7% | +61.6% |
| 5Y | +143.7% | +193.0% | -49.3% | +79.0% |
| 10Y | +584.7% | +217.1% | +367.6% | +368.5% |
| All | +634.9% | +225.7% | +409.2% | +379.0% |
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