+108.1%
HST vs ITUB
+219.0%
-110.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.4% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | -0.7% | +10.7% | -11.4% | -4.0% |
| 3M | -4.0% | +10.1% | -14.1% | -7.3% |
| 6M | +20.7% | -0.1% | +20.8% | +20.0% |
| YTD | +31.0% | +18.4% | +12.6% | +22.8% |
| 1Y | +36.2% | +31.3% | +4.9% | +23.0% |
| 3Y | +66.6% | +124.6% | -58.0% | +22.9% |
| 5Y | +75.8% | +192.0% | -116.2% | +13.8% |
| All | +108.1% | +219.0% | -110.8% | +32.6% |
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