+151.7%
HYG vs ITUB
+286.0%
-134.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.0% |
| 30D | -0.7% | +12.6% | -13.3% | -2.2% |
| 3M | -0.2% | +6.4% | -6.6% | -1.1% |
| 6M | +1.4% | +0.6% | +0.8% | +1.0% |
| YTD | +1.5% | +18.8% | -17.4% | -1.1% |
| 1Y | +2.9% | +31.0% | -28.1% | -1.0% |
| 3Y | +25.6% | +118.1% | -92.4% | +12.8% |
| 5Y | +18.6% | +193.0% | -174.5% | +0.9% |
| 10Y | +55.7% | +217.1% | -161.4% | +24.1% |
| All | +151.7% | +286.0% | -134.2% | +71.4% |
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