+68.3%
HAL vs VALE
+60.7%
+7.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +17.0% | +5.1% | +11.9% | +16.3% |
| 3M | -9.7% | -0.4% | -9.2% | -9.4% |
| 6M | +8.6% | -2.2% | +10.8% | +8.0% |
| YTD | +33.0% | +20.5% | +12.5% | +24.4% |
| 1Y | +68.3% | +61.2% | +7.1% | +44.4% |
| All | +68.3% | +60.7% | +7.6% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling