+215.0%
HAS vs ITUB
+77.0%
+138.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.1% |
| 7D | +3.3% | +4.9% | -1.6% | +2.4% |
| 30D | +30.5% | -27.2% | +57.8% | +37.5% |
| 3M | +29.9% | -6.1% | +36.0% | +29.2% |
| 6M | +26.5% | -10.7% | +37.2% | +27.1% |
| YTD | +51.9% | +5.5% | +46.4% | +46.3% |
| 1Y | +60.9% | +7.8% | +53.1% | +53.8% |
| 3Y | +215.0% | +75.0% | +140.0% | +161.9% |
| All | +215.0% | +77.0% | +138.0% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling