+420.1%
HUT vs ITUB
+71.3%
+348.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +6.6% |
| 7D | +17.8% | +8.7% | +9.1% | +12.7% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -26.8% | +7.8% | -34.6% | -29.5% |
| 6M | +72.6% | -3.4% | +76.0% | +77.1% |
| YTD | +103.6% | +16.3% | +87.3% | +91.8% |
| 1Y | +265.3% | +29.8% | +235.4% | +223.6% |
| 3Y | +689.4% | +111.1% | +578.3% | +453.9% |
| 5Y | +75.3% | +173.6% | -98.2% | +9.5% |
| All | +420.1% | +71.3% | +348.8% | +207.7% |
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