+563.1%
HPE vs ITUB
+220.1%
+343.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.4% | +12.1% | +12.3% |
| 7D | +19.4% | +2.2% | +17.2% | +18.5% |
| 30D | +5.6% | +12.6% | -7.0% | +1.7% |
| 3M | +33.1% | +6.4% | +26.6% | +30.2% |
| 6M | +192.5% | +0.6% | +191.9% | +190.2% |
| YTD | +160.9% | +18.8% | +142.1% | +145.4% |
| 1Y | +155.0% | +31.0% | +124.0% | +131.8% |
| 3Y | +289.4% | +118.1% | +171.3% | +196.9% |
| 5Y | +395.7% | +193.0% | +202.6% | +229.7% |
| All | +563.1% | +220.1% | +343.0% | +317.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling