+269.3%
THC vs ITUB
+181.9%
+87.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.6% |
| 7D | +0.2% | +3.7% | -3.5% | -0.4% |
| 30D | +9.0% | -24.9% | +33.9% | +14.0% |
| 3M | +12.9% | +0.8% | +12.1% | +10.9% |
| 6M | +52.8% | -6.6% | +59.5% | +52.0% |
| YTD | +47.4% | +7.8% | +39.6% | +41.4% |
| 1Y | +47.7% | +7.4% | +40.4% | +41.6% |
| 3Y | +444.7% | +78.8% | +365.9% | +359.2% |
| 5Y | +269.3% | +179.9% | +89.4% | +175.6% |
| All | +269.3% | +181.9% | +87.4% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling