+9.8%
ITUB vs HRB
+16.9%
-7.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +3.7% |
| 7D | -1.6% | +16.0% | -17.7% | +0.1% |
| 30D | -26.6% | +32.1% | -58.7% | -24.3% |
| 3M | -11.1% | +21.5% | -32.6% | -8.8% |
| 6M | -13.1% | +82.1% | -95.2% | -6.5% |
| YTD | +3.9% | +31.6% | -27.7% | +16.1% |
| 1Y | +9.8% | +15.9% | -6.1% | +24.6% |
| All | +9.8% | +16.9% | -7.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling