-93.4%
HTZ vs ITUB
+132.4%
-225.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.1% | -20.9% | -20.8% |
| 7D | -7.7% | -1.0% | -6.7% | -7.4% |
| 30D | -13.1% | -28.1% | +15.0% | -2.7% |
| 3M | +14.7% | -11.1% | +25.9% | +17.4% |
| 6M | -70.6% | -14.0% | -56.6% | -69.6% |
| YTD | -65.2% | +4.1% | -69.2% | -66.6% |
| 1Y | -73.2% | +8.5% | -81.7% | -74.8% |
| 3Y | -80.8% | +82.8% | -163.7% | -85.5% |
| 5Y | -94.8% | +178.7% | -273.5% | -96.9% |
| All | -93.4% | +132.4% | -225.7% | -95.8% |
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