+1,913.5%
THC vs ITUB
+176.3%
+1,737.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.1% |
| 7D | +0.2% | +3.7% | -3.5% | -1.1% |
| 30D | +9.0% | -24.9% | +33.9% | +19.9% |
| 3M | +12.9% | +0.8% | +12.1% | +9.3% |
| 6M | +52.8% | -6.6% | +59.5% | +51.6% |
| YTD | +47.4% | +7.8% | +39.6% | +36.2% |
| 1Y | +47.7% | +7.4% | +40.4% | +36.3% |
| 3Y | +444.7% | +78.8% | +365.9% | +293.0% |
| 5Y | +269.3% | +179.9% | +89.4% | +101.4% |
| 10Y | +1,913.5% | +170.9% | +1,742.6% | +1,025.0% |
| All | +1,913.5% | +176.3% | +1,737.3% | +1,025.0% |
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