+19.7%
HAL vs VALE
+1.0%
+18.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | +1.0% | -14.3% | +15.4% | +3.0% |
| 3M | -2.1% | -16.8% | +14.7% | +0.2% |
| 6M | -17.5% | -30.2% | +12.7% | -13.7% |
| YTD | +18.1% | -8.6% | +26.7% | +15.0% |
| 1Y | +19.7% | +1.6% | +18.1% | +14.0% |
| All | +19.7% | +1.0% | +18.8% | +14.0% |
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