+155.3%
HBAN vs ITUB
+220.1%
-64.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.0% | +2.2% | -3.2% | -1.8% |
| 30D | -5.6% | +12.6% | -18.2% | -9.7% |
| 3M | -1.1% | +6.4% | -7.6% | -3.7% |
| 6M | +9.9% | +0.6% | +9.3% | +8.9% |
| YTD | -0.9% | +18.8% | -19.8% | -8.1% |
| 1Y | -1.4% | +31.0% | -32.4% | -12.0% |
| 3Y | +78.2% | +118.1% | -39.9% | +29.3% |
| 5Y | +37.0% | +193.0% | -156.0% | -14.7% |
| All | +155.3% | +220.1% | -64.8% | +52.5% |
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