+433.7%
HST vs ITUB
+1,767.9%
-1,334.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.9% |
| 7D | +3.6% | +1.9% | +1.7% | +2.7% |
| 30D | +11.2% | -22.2% | +33.4% | +21.0% |
| 3M | +13.1% | +2.7% | +10.4% | +8.7% |
| 6M | +23.9% | -3.0% | +26.9% | +21.4% |
| YTD | +52.3% | +7.5% | +44.8% | +42.0% |
| 1Y | +56.7% | +10.5% | +46.2% | +44.0% |
| 3Y | +87.5% | +81.0% | +6.5% | +36.6% |
| 5Y | +82.8% | +181.8% | -99.0% | +5.8% |
| 10Y | +134.6% | +170.2% | -35.6% | +19.6% |
| All | +433.7% | +1,767.9% | -1,334.1% | +73.5% |
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