+1,773.8%
HWM vs ITUB
+152.3%
+1,621.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -2.1% | +8.7% | -10.8% | -5.5% |
| 30D | -11.0% | -0.7% | -10.3% | -11.0% |
| 3M | +4.0% | +7.8% | -3.8% | +0.5% |
| 6M | -0.2% | -3.4% | +3.2% | +0.5% |
| YTD | +26.7% | +16.3% | +10.4% | +17.7% |
| 1Y | +44.7% | +29.8% | +14.9% | +28.1% |
| 3Y | +426.1% | +111.1% | +315.0% | +271.4% |
| 5Y | +738.5% | +173.6% | +565.0% | +398.7% |
| All | +1,773.8% | +152.3% | +1,621.5% | +995.5% |
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