-28.8%
HDB vs ITUB
+8.3%
-37.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +2.7% | +1.9% | +0.9% | +2.4% |
| 30D | +14.1% | -22.2% | +36.3% | +17.8% |
| 3M | +11.8% | +2.7% | +9.1% | +8.3% |
| 6M | +8.2% | -3.0% | +11.1% | +5.6% |
| YTD | -29.3% | +7.5% | -36.8% | -31.1% |
| 1Y | -28.8% | +10.5% | -39.2% | -31.0% |
| All | -28.8% | +8.3% | -37.1% | -31.0% |
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