+21.3%
HPQ vs ITUB
+9.0%
+12.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +6.1% |
| 7D | -7.8% | -1.6% | -6.1% | -7.9% |
| 30D | -4.9% | -26.6% | +21.7% | -7.7% |
| 3M | +4.9% | -11.1% | +15.9% | +3.6% |
| 6M | +47.1% | -13.1% | +60.1% | +45.4% |
| YTD | +39.5% | +3.9% | +35.7% | +34.7% |
| 1Y | +21.3% | +9.8% | +11.5% | +15.5% |
| All | +21.3% | +9.0% | +12.2% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling