+102.2%
HAS vs ITUB
+154.1%
-51.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.2% |
| 7D | +3.3% | +4.9% | -1.6% | +2.3% |
| 30D | +30.5% | -27.2% | +57.8% | +38.2% |
| 3M | +29.9% | -6.1% | +36.0% | +30.0% |
| 6M | +26.5% | -10.7% | +37.2% | +27.6% |
| YTD | +51.9% | +5.5% | +46.4% | +47.6% |
| 1Y | +60.9% | +7.8% | +53.1% | +55.4% |
| 3Y | +215.0% | +75.0% | +140.0% | +172.4% |
| 5Y | +51.5% | +178.6% | -127.1% | +15.9% |
| 10Y | +102.2% | +162.9% | -60.6% | +51.2% |
| All | +102.2% | +154.1% | -51.8% | +51.2% |
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