+13.0%
HSY vs ITUB
+185.6%
-172.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.1% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -3.4% | +10.7% | -14.2% | -4.1% |
| 3M | -0.5% | +10.1% | -10.6% | -1.2% |
| 6M | -19.1% | -0.1% | -19.0% | -19.3% |
| YTD | -2.1% | +18.4% | -20.5% | -3.5% |
| 1Y | -3.2% | +31.3% | -34.5% | -5.5% |
| 3Y | -8.8% | +124.6% | -133.4% | -15.6% |
| 5Y | +13.0% | +192.0% | -179.0% | +1.7% |
| All | +13.0% | +185.6% | -172.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling