+1,581.2%
HWM vs ITUB
+150.1%
+1,431.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.6% |
| 7D | -8.0% | 0.0% | -8.0% | -8.2% |
| 30D | -18.0% | +2.6% | -20.6% | -19.2% |
| 3M | -9.5% | +8.4% | -17.9% | -12.9% |
| 6M | -8.4% | -0.5% | -7.8% | -9.0% |
| YTD | +13.6% | +15.3% | -1.6% | +5.8% |
| 1Y | +30.2% | +28.7% | +1.5% | +15.6% |
| 3Y | +392.2% | +118.7% | +273.6% | +241.9% |
| 5Y | +645.2% | +182.7% | +462.5% | +336.2% |
| All | +1,581.2% | +150.1% | +1,431.1% | +885.0% |
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