+1,882.6%
ITUB vs HRB
+324.6%
+1,558.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.4% | +4.2% |
| 7D | +8.2% | -9.1% | +17.3% | +11.7% |
| 30D | +4.7% | +0.3% | +4.4% | +3.5% |
| 3M | +13.0% | +23.4% | -10.4% | +2.9% |
| 6M | +4.2% | +45.1% | -41.0% | -12.5% |
| YTD | +18.6% | +8.9% | +9.7% | +9.6% |
| 1Y | +31.3% | -7.9% | +39.2% | +28.6% |
| 3Y | +124.9% | +27.9% | +97.0% | +87.3% |
| 5Y | +195.6% | +108.3% | +87.3% | +94.7% |
| 10Y | +196.4% | +208.4% | -12.1% | +46.5% |
| All | +1,882.6% | +324.6% | +1,558.0% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling