+66.1%
HST vs ITUB
+125.3%
-59.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +2.0% | +8.2% | -6.3% | 0.0% |
| 30D | -5.2% | +4.7% | -9.9% | -6.4% |
| 3M | -6.2% | +13.0% | -19.2% | -9.3% |
| 6M | +20.4% | +4.2% | +16.3% | +18.7% |
| YTD | +30.6% | +18.6% | +12.1% | +24.6% |
| 1Y | +37.4% | +31.3% | +6.1% | +27.4% |
| 3Y | +66.1% | +124.9% | -58.8% | +23.6% |
| All | +66.1% | +125.3% | -59.2% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling