+73.8%
THC vs ITUB
+1,728.2%
-1,654.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +7.5% | -25.4% | +32.9% | +16.5% |
| 3M | +7.5% | -0.3% | +7.8% | +5.4% |
| 6M | +46.4% | -8.0% | +54.4% | +46.6% |
| YTD | +44.4% | +5.2% | +39.1% | +37.4% |
| 1Y | +43.4% | +7.4% | +36.0% | +35.4% |
| 3Y | +433.3% | +74.5% | +358.8% | +322.8% |
| 5Y | +262.5% | +175.8% | +86.7% | +137.9% |
| 10Y | +1,871.5% | +164.4% | +1,707.1% | +1,157.5% |
| All | +73.8% | +1,728.2% | -1,654.4% | -22.3% |
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