+73.9%
HST vs ITUB
+186.4%
-112.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.8% | +2.6% | -5.4% | -3.6% |
| 3M | -6.5% | +8.4% | -14.9% | -8.8% |
| 6M | +20.7% | -0.5% | +21.3% | +20.3% |
| YTD | +30.5% | +15.3% | +15.2% | +24.6% |
| 1Y | +36.8% | +28.7% | +8.1% | +26.4% |
| 3Y | +65.9% | +118.7% | -52.8% | +29.0% |
| 5Y | +73.9% | +182.7% | -108.8% | +17.9% |
| All | +73.9% | +186.4% | -112.4% | +17.9% |
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