+1,497.0%
HWM vs ITUB
+133.3%
+1,363.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | +7.3% | +1.9% | +5.4% | +6.5% |
| 30D | +1.6% | -22.2% | +23.8% | +9.7% |
| 3M | -21.9% | +2.7% | -24.6% | -25.4% |
| 6M | -19.0% | -3.0% | -16.1% | -21.1% |
| YTD | +7.9% | +7.5% | +0.4% | +0.1% |
| 1Y | +9.9% | +10.5% | -0.5% | +0.7% |
| 3Y | +342.1% | +81.0% | +261.1% | +222.4% |
| 5Y | +600.8% | +181.8% | +419.0% | +298.8% |
| 10Y | +1,493.8% | +170.2% | +1,323.6% | +845.1% |
| All | +1,497.0% | +133.3% | +1,363.7% | +831.8% |
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 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