+203.4%
HD vs ITUB
+219.0%
-15.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.3% | -2.0% |
| 7D | -3.9% | +1.0% | -4.9% | -4.1% |
| 30D | -13.1% | +10.7% | -23.8% | -14.7% |
| 3M | -3.4% | +10.1% | -13.5% | -5.3% |
| 6M | -12.6% | -0.1% | -12.4% | -12.8% |
| YTD | -9.2% | +18.4% | -27.7% | -12.2% |
| 1Y | -23.9% | +31.3% | -55.2% | -27.9% |
| 3Y | +0.4% | +124.6% | -124.2% | -14.0% |
| 5Y | +4.5% | +192.0% | -187.4% | -16.7% |
| All | +203.4% | +219.0% | -15.6% | +135.4% |
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