+1,484.2%
HWM vs ITUB
+129.0%
+1,355.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | -1.8% | +4.9% | -6.6% | -3.5% |
| 30D | -2.7% | -27.2% | +24.5% | +7.8% |
| 3M | -22.7% | -6.1% | -16.6% | -23.6% |
| 6M | -18.9% | -10.7% | -8.3% | -18.4% |
| YTD | +7.1% | +5.5% | +1.6% | 0.0% |
| 1Y | +4.7% | +7.8% | -3.2% | -3.3% |
| 3Y | +345.6% | +75.0% | +270.6% | +229.3% |
| 5Y | +588.3% | +178.6% | +409.7% | +293.2% |
| 10Y | +1,516.2% | +162.9% | +1,353.3% | +863.9% |
| All | +1,484.2% | +129.0% | +1,355.3% | +831.1% |
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