+588.2%
HBM vs ITUB
+220.1%
+368.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.7% |
| 7D | -3.3% | +2.2% | -5.5% | -4.5% |
| 30D | -4.8% | +12.6% | -17.4% | -10.9% |
| 3M | -0.4% | +6.4% | -6.8% | -4.0% |
| 6M | +17.9% | +0.6% | +17.3% | +17.7% |
| YTD | +33.7% | +18.8% | +14.9% | +22.6% |
| 1Y | +95.6% | +31.0% | +64.6% | +69.7% |
| 3Y | +458.1% | +118.1% | +340.1% | +264.3% |
| 5Y | +329.0% | +193.0% | +136.0% | +131.6% |
| All | +588.2% | +220.1% | +368.1% | +237.8% |
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