+117.3%
ITUB vs HRB
+25.2%
+92.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +1.0% | -12.2% | +13.1% | +0.8% |
| 30D | +10.7% | -3.0% | +13.7% | +10.7% |
| 3M | +10.1% | +21.7% | -11.6% | +9.9% |
| 6M | -0.1% | +52.3% | -52.4% | -0.7% |
| YTD | +18.4% | +6.5% | +11.9% | +22.0% |
| 1Y | +31.3% | -6.7% | +38.0% | +37.0% |
| All | +117.3% | +25.2% | +92.1% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling