+219.1%
ITUB vs ALHC
-31.6%
+250.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | +2.6% | -5.4% | +8.0% | +2.9% |
| 3M | +8.4% | -32.1% | +40.6% | +10.5% |
| 6M | -0.5% | -28.5% | +27.9% | +0.6% |
| YTD | +15.3% | -34.0% | +49.3% | +17.0% |
| 1Y | +28.7% | -20.9% | +49.6% | +29.2% |
| 3Y | +118.7% | +151.5% | -32.9% | +99.2% |
| 5Y | +182.7% | -28.8% | +211.5% | +169.9% |
| All | +219.1% | -31.6% | +250.7% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling