+955.6%
HON vs ITUB
+1,959.7%
-1,004.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.2% |
| 7D | -0.8% | +8.2% | -9.1% | -3.0% |
| 30D | -15.2% | +4.7% | -19.9% | -16.3% |
| 3M | -6.0% | +13.0% | -19.0% | -9.3% |
| 6M | -14.9% | +4.2% | -19.1% | -16.3% |
| YTD | +3.2% | +18.6% | -15.4% | -2.3% |
| 1Y | 0.0% | +31.3% | -31.2% | -8.0% |
| 3Y | +21.5% | +124.9% | -103.4% | -5.4% |
| 5Y | +4.0% | +195.6% | -191.6% | -27.6% |
| 10Y | +138.4% | +196.4% | -58.0% | +51.5% |
| All | +955.6% | +1,959.7% | -1,004.1% | +307.0% |
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