+389.9%
HWM vs ITUB
+125.3%
+264.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.0% | -12.7% | -11.3% |
| 7D | -9.2% | +8.2% | -17.4% | -11.5% |
| 30D | -17.9% | +4.7% | -22.6% | -19.2% |
| 3M | -6.0% | +13.0% | -19.1% | -9.9% |
| 6M | -7.4% | +4.2% | -11.5% | -9.0% |
| YTD | +13.1% | +18.6% | -5.5% | +6.3% |
| 1Y | +29.3% | +31.3% | -1.9% | +17.6% |
| 3Y | +389.9% | +124.9% | +265.0% | +273.6% |
| All | +389.9% | +125.3% | +264.6% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling