+717.5%
HPE vs ITUB
+397.4%
+320.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.9% | +5.9% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +7.7% | +2.6% | +5.1% | +6.8% |
| 3M | +22.4% | +8.4% | +14.0% | +19.2% |
| 6M | +172.6% | -0.5% | +173.1% | +171.6% |
| YTD | +147.5% | +15.3% | +132.2% | +135.7% |
| 1Y | +151.8% | +28.7% | +123.1% | +131.3% |
| 3Y | +267.1% | +118.7% | +148.4% | +183.4% |
| 5Y | +362.8% | +182.7% | +180.1% | +218.5% |
| 10Y | +540.2% | +207.6% | +332.6% | +306.9% |
| All | +717.5% | +397.4% | +320.0% | +345.1% |
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