+24.3%
HWM vs ITUB
+31.7%
-7.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.8% |
| 7D | -12.5% | +1.0% | -13.5% | -12.8% |
| 30D | -19.0% | +10.7% | -29.7% | -21.8% |
| 3M | -8.6% | +10.1% | -18.7% | -11.8% |
| 6M | -10.2% | -0.1% | -10.0% | -10.7% |
| YTD | +11.3% | +18.4% | -7.1% | +3.8% |
| 1Y | +24.3% | +31.3% | -7.0% | +11.8% |
| All | +24.3% | +31.7% | -7.4% | +11.8% |
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