+198.4%
ITUB vs ALHC
-59.6%
+258.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +3.7% | -5.5% | +9.2% | +4.0% |
| 30D | -24.9% | -4.9% | -20.0% | -24.7% |
| 3M | +0.8% | -41.7% | +42.5% | +3.6% |
| 6M | -6.6% | -55.2% | +48.6% | -3.2% |
| YTD | +7.8% | -61.1% | +68.9% | +12.4% |
| 1Y | +7.4% | -53.3% | +60.7% | +10.7% |
| 3Y | +78.8% | +28.2% | +50.6% | +69.5% |
| 5Y | +179.9% | -65.8% | +245.7% | +177.1% |
| All | +198.4% | -59.6% | +258.0% | +195.0% |
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