-38.1%
HDB vs ITUB
+185.6%
-223.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | -6.2% | +1.0% | -7.2% | -6.4% |
| 30D | -6.2% | +10.7% | -16.9% | -8.2% |
| 3M | -5.9% | +10.1% | -15.9% | -7.9% |
| 6M | -25.9% | -0.1% | -25.8% | -26.2% |
| YTD | -40.2% | +18.4% | -58.6% | -42.4% |
| 1Y | -38.0% | +31.3% | -69.3% | -41.5% |
| 3Y | -30.5% | +124.6% | -155.1% | -41.6% |
| 5Y | -38.1% | +192.0% | -230.1% | -52.9% |
| All | -38.1% | +185.6% | -223.8% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling