+3,159.1%
HDB vs ITUB
+1,959.7%
+1,199.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.8% |
| 7D | -2.0% | +8.2% | -10.3% | -5.2% |
| 30D | -4.9% | +4.7% | -9.6% | -6.8% |
| 3M | -2.3% | +13.0% | -15.3% | -7.6% |
| 6M | -23.7% | +4.2% | -27.9% | -25.6% |
| YTD | -38.5% | +18.6% | -57.0% | -43.5% |
| 1Y | -36.5% | +31.3% | -67.7% | -44.2% |
| 3Y | -28.5% | +124.9% | -153.3% | -51.3% |
| 5Y | -37.4% | +195.6% | -233.0% | -64.3% |
| 10Y | +34.0% | +196.4% | -162.3% | -35.8% |
| All | +3,159.1% | +1,959.7% | +1,199.3% | +813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling