-32.9%
HDB vs ITUB
+9.0%
-41.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +5.1% |
| 7D | +12.9% | -1.6% | +14.5% | +13.1% |
| 30D | +10.0% | -26.6% | +36.7% | +14.7% |
| 3M | +1.8% | -11.1% | +12.9% | +1.9% |
| 6M | -2.1% | -13.1% | +11.0% | -2.0% |
| YTD | -33.4% | +3.9% | -37.3% | -35.1% |
| 1Y | -32.9% | +9.8% | -42.6% | -36.4% |
| All | -32.9% | +9.0% | -41.9% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling