+973.2%
THC vs ITUB
+220.1%
+753.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -0.5% | +2.2% | -2.7% | -1.5% |
| 30D | -1.2% | +12.6% | -13.8% | -6.2% |
| 3M | +52.3% | +6.4% | +45.9% | +47.2% |
| 6M | +12.4% | +0.6% | +11.8% | +10.5% |
| YTD | +32.7% | +18.8% | +13.8% | +20.7% |
| 1Y | +36.4% | +31.0% | +5.3% | +18.2% |
| 3Y | +259.3% | +118.1% | +141.2% | +141.8% |
| 5Y | +262.7% | +193.0% | +69.6% | +95.3% |
| All | +973.2% | +220.1% | +753.1% | +465.2% |
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