+50.4%
USHY vs ITUB
+107.8%
-57.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | 0.0% | +2.6% | -2.6% | -0.3% |
| 3M | +0.8% | +8.4% | -7.6% | 0.0% |
| 6M | +1.9% | -0.5% | +2.5% | +1.7% |
| YTD | +2.3% | +15.3% | -13.0% | +0.6% |
| 1Y | +4.1% | +28.7% | -24.6% | +1.4% |
| 3Y | +27.8% | +118.7% | -90.9% | +17.9% |
| 5Y | +21.5% | +182.7% | -161.2% | +8.2% |
| All | +50.4% | +107.8% | -57.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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