+220.1%
HUT vs ITUB
+58.4%
+161.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.2% | -9.3% | -8.2% |
| 7D | +9.3% | +1.9% | +7.5% | +8.3% |
| 30D | -23.1% | -22.2% | -0.9% | -15.0% |
| 3M | -30.6% | +2.7% | -33.3% | -34.5% |
| 6M | -46.9% | -3.0% | -43.9% | -48.1% |
| YTD | +25.3% | +7.5% | +17.8% | +18.1% |
| 1Y | +59.8% | +10.5% | +49.4% | +47.6% |
| 3Y | +467.2% | +81.0% | +386.2% | +312.3% |
| 5Y | -24.6% | +181.8% | -206.5% | -54.9% |
| All | +220.1% | +58.4% | +161.7% | +89.4% |
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