+58.4%
HAS vs ITUB
+206.0%
-147.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.8% |
| 7D | -3.1% | +8.2% | -11.3% | -4.7% |
| 30D | -2.7% | +4.7% | -7.4% | -3.7% |
| 3M | +8.9% | +13.0% | -4.1% | +5.9% |
| 6M | -2.9% | +4.2% | -7.1% | -4.3% |
| YTD | +12.6% | +18.6% | -5.9% | +8.0% |
| 1Y | +17.5% | +31.3% | -13.8% | +10.1% |
| 3Y | +46.2% | +124.9% | -78.7% | +21.3% |
| 5Y | +12.6% | +195.6% | -183.0% | -14.1% |
| All | +58.4% | +206.0% | -147.7% | +11.7% |
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