-4.5%
HAL vs VALE
+53.3%
-57.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +0.5% | +2.9% | -2.4% | -0.3% |
| 30D | +15.9% | +8.8% | +7.1% | +13.1% |
| 3M | -8.7% | +6.8% | -15.5% | -10.7% |
| 6M | +9.0% | +6.9% | +2.1% | +5.4% |
| YTD | +32.0% | +22.8% | +9.2% | +20.3% |
| 1Y | +72.5% | +61.3% | +11.2% | +41.6% |
| 3Y | -4.5% | +53.3% | -57.9% | -21.1% |
| All | -4.5% | +53.3% | -57.9% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling