+50.0%
HUM vs ITUB
+9.0%
+41.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | +3.5% | -26.6% | +30.1% | +5.4% |
| 3M | +15.5% | -11.1% | +26.6% | +17.4% |
| 6M | +76.2% | -13.1% | +89.3% | +79.4% |
| YTD | +64.5% | +3.9% | +60.7% | +57.7% |
| 1Y | +50.0% | +9.8% | +40.3% | +37.0% |
| All | +50.0% | +9.0% | +41.0% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling