+41.5%
HDB vs ITUB
+220.1%
-178.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.8% |
| 7D | +0.7% | +2.2% | -1.5% | +0.1% |
| 30D | +1.0% | +12.6% | -11.6% | -2.2% |
| 3M | -2.0% | +6.4% | -8.4% | -3.9% |
| 6M | -18.1% | +0.6% | -18.7% | -18.6% |
| YTD | -36.1% | +18.8% | -55.0% | -39.5% |
| 1Y | -34.0% | +31.0% | -65.1% | -39.3% |
| 3Y | -26.7% | +118.1% | -144.8% | -42.3% |
| 5Y | -33.9% | +193.0% | -226.9% | -54.0% |
| All | +41.5% | +220.1% | -178.6% | -9.9% |
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 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