+208.2%
ITUB vs HRB
+209.1%
-1.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +2.2% | -8.0% | +10.2% | +4.1% |
| 30D | +12.6% | -16.0% | +28.6% | +16.9% |
| 3M | +6.4% | +26.9% | -20.5% | -0.7% |
| 6M | +0.6% | +51.1% | -50.5% | -11.5% |
| YTD | +18.8% | +7.1% | +11.8% | +14.3% |
| 1Y | +31.0% | -9.6% | +40.6% | +31.8% |
| 3Y | +118.1% | +25.4% | +92.7% | +93.0% |
| 5Y | +193.0% | +114.9% | +78.1% | +111.7% |
| All | +208.2% | +209.1% | -1.0% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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