+195.6%
ITUB vs ALHC
-30.5%
+226.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | +8.2% | -1.0% | +9.2% | +8.3% |
| 30D | +4.7% | -6.3% | +11.0% | +5.1% |
| 3M | +13.0% | -12.3% | +25.3% | +13.2% |
| 6M | +4.2% | -27.0% | +31.2% | +5.3% |
| YTD | +18.6% | -31.8% | +50.4% | +20.2% |
| 1Y | +31.3% | -17.0% | +48.3% | +31.3% |
| 3Y | +124.9% | +159.8% | -35.0% | +103.6% |
| 5Y | +195.6% | -25.1% | +220.7% | +180.0% |
| All | +195.6% | -30.5% | +226.1% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling