+539.6%
HPQ vs ITUB
+1,902.7%
-1,363.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.7% | +5.6% |
| 7D | +2.2% | 0.0% | +2.2% | +2.1% |
| 30D | +9.7% | +2.6% | +7.2% | +8.8% |
| 3M | +32.7% | +8.4% | +24.3% | +29.2% |
| 6M | +77.7% | -0.5% | +78.3% | +76.1% |
| YTD | +51.0% | +15.3% | +35.7% | +43.1% |
| 1Y | +18.4% | +28.7% | -10.3% | +8.7% |
| 3Y | +25.6% | +118.7% | -93.1% | -1.4% |
| 5Y | +38.6% | +182.7% | -144.0% | -1.3% |
| 10Y | +226.1% | +207.6% | +18.5% | +110.0% |
| All | +539.6% | +1,902.7% | -1,363.1% | +161.5% |
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 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