+126.5%
HSY vs ITUB
+220.1%
-93.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | -5.2% | +12.6% | -17.8% | -6.5% |
| 3M | -3.4% | +6.4% | -9.8% | -4.2% |
| 6M | -19.2% | +0.6% | -19.8% | -19.5% |
| YTD | -2.6% | +18.8% | -21.5% | -5.1% |
| 1Y | -3.8% | +31.0% | -34.8% | -7.4% |
| 3Y | -10.6% | +118.1% | -128.7% | -20.1% |
| 5Y | +12.3% | +193.0% | -180.7% | -5.2% |
| All | +126.5% | +220.1% | -93.6% | +80.5% |
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 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