+3,466.4%
HUM vs ITUB
+1,957.3%
+1,509.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | +7.5% | +10.7% | -3.2% | +5.5% |
| 3M | +10.2% | +10.1% | +0.1% | +8.2% |
| 6M | +132.5% | -0.1% | +132.7% | +131.4% |
| YTD | +57.6% | +18.4% | +39.2% | +51.5% |
| 1Y | +48.6% | +31.3% | +17.3% | +40.1% |
| 3Y | -11.2% | +124.6% | -135.8% | -24.8% |
| 5Y | +4.8% | +192.0% | -187.2% | -17.5% |
| 10Y | +147.1% | +216.0% | -68.9% | +78.9% |
| All | +3,466.4% | +1,957.3% | +1,509.1% | +1,600.0% |
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 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