+66.7%
HDB vs ITUB
+175.8%
-109.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | +2.7% | +1.9% | +0.9% | +2.2% |
| 30D | +14.1% | -22.2% | +36.3% | +20.7% |
| 3M | +11.8% | +2.7% | +9.1% | +9.2% |
| 6M | +8.2% | -3.0% | +11.1% | +7.0% |
| YTD | -29.3% | +7.5% | -36.8% | -32.3% |
| 1Y | -28.8% | +10.5% | -39.2% | -32.4% |
| 3Y | -7.5% | +81.0% | -88.5% | -24.6% |
| 5Y | -23.1% | +181.8% | -204.9% | -46.9% |
| All | +66.7% | +175.8% | -109.1% | +10.5% |
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