+81.4%
FHN vs ITUB
+175.8%
-94.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.3% |
| 7D | +2.1% | +1.9% | +0.2% | +1.4% |
| 30D | +3.8% | -22.2% | +26.0% | +12.1% |
| 3M | -8.9% | +2.7% | -11.7% | -12.2% |
| 6M | +1.8% | -3.0% | +4.8% | -0.2% |
| YTD | +0.6% | +7.5% | -6.9% | -5.8% |
| 1Y | +12.9% | +10.5% | +2.5% | +4.4% |
| 3Y | +126.4% | +81.0% | +45.4% | +68.7% |
| 5Y | +62.3% | +181.8% | -119.5% | -5.4% |
| All | +81.4% | +175.8% | -94.3% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling