-93.9%
HTZ vs ITUB
+135.6%
-229.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.4% | -9.8% | -8.9% |
| 7D | -14.6% | +3.7% | -18.3% | -15.8% |
| 30D | -20.8% | -24.1% | +3.3% | -13.2% |
| 3M | -18.8% | -9.6% | -9.3% | -17.5% |
| 6M | -74.7% | -11.5% | -63.2% | -74.1% |
| YTD | -68.1% | +5.5% | -73.6% | -69.6% |
| 1Y | -73.5% | +9.9% | -83.3% | -75.2% |
| 3Y | -81.8% | +84.8% | -166.6% | -86.4% |
| 5Y | -95.2% | +182.6% | -277.9% | -97.1% |
| All | -93.9% | +135.6% | -229.6% | -96.2% |
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