+243.8%
HPQ vs ITUB
+220.1%
+23.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | +2.2% | +7.5% | +9.0% |
| 30D | +22.4% | +12.6% | +9.7% | +18.4% |
| 3M | +45.2% | +6.4% | +38.7% | +42.0% |
| 6M | +96.4% | +0.6% | +95.8% | +94.0% |
| YTD | +65.4% | +18.8% | +46.5% | +55.0% |
| 1Y | +31.6% | +31.0% | +0.6% | +19.6% |
| 3Y | +37.0% | +118.1% | -81.0% | +6.2% |
| 5Y | +53.0% | +193.0% | -140.0% | +5.0% |
| All | +243.8% | +220.1% | +23.7% | +117.7% |
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