+448.2%
HUT vs ITUB
+75.1%
+373.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +8.6% |
| 7D | +5.4% | +2.2% | +3.2% | +4.2% |
| 30D | +8.6% | +12.6% | -4.0% | +1.8% |
| 3M | -15.2% | +6.4% | -21.6% | -17.9% |
| 6M | +92.9% | +0.6% | +92.3% | +93.6% |
| YTD | +114.6% | +18.8% | +95.8% | +99.8% |
| 1Y | +208.5% | +31.0% | +177.5% | +171.9% |
| 3Y | +821.5% | +118.1% | +703.4% | +536.5% |
| 5Y | +101.8% | +193.0% | -91.2% | +22.7% |
| All | +448.2% | +75.1% | +373.1% | +220.5% |
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