+792.3%
HUT vs ITUB
+125.3%
+667.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +4.8% |
| 7D | +28.3% | +8.2% | +20.0% | +20.5% |
| 30D | +12.3% | +4.7% | +7.6% | +7.7% |
| 3M | -16.8% | +13.0% | -29.8% | -24.2% |
| 6M | +111.4% | +4.2% | +107.2% | +106.5% |
| YTD | +116.6% | +18.6% | +98.0% | +96.9% |
| 1Y | +290.5% | +31.3% | +259.2% | +225.9% |
| 3Y | +792.3% | +124.9% | +667.4% | +411.3% |
| All | +792.3% | +125.3% | +667.0% | +411.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling