+152.3%
HUM vs ITUB
+220.1%
-67.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +2.1% | +2.2% | -0.2% | +1.7% |
| 30D | +5.4% | +12.6% | -7.2% | +3.6% |
| 3M | +11.4% | +6.4% | +5.0% | +10.3% |
| 6M | +141.5% | +0.6% | +140.9% | +140.3% |
| YTD | +61.2% | +18.8% | +42.3% | +55.7% |
| 1Y | +49.2% | +31.0% | +18.1% | +41.7% |
| 3Y | -9.0% | +118.1% | -127.1% | -20.9% |
| 5Y | +7.2% | +193.0% | -185.9% | -13.3% |
| All | +152.3% | +220.1% | -67.8% | +100.3% |
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