+479.8%
HAL vs VALE
+1,701.1%
-1,221.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.5% |
| 7D | -6.5% | +5.5% | -12.0% | -9.0% |
| 30D | -2.1% | -15.0% | +12.9% | +5.2% |
| 3M | -4.9% | -20.0% | +15.2% | +4.8% |
| 6M | -19.3% | -28.4% | +9.1% | -7.0% |
| YTD | +14.3% | -8.6% | +22.9% | +15.4% |
| 1Y | +17.3% | +2.0% | +15.3% | +12.2% |
| 3Y | -10.9% | +4.1% | -15.0% | -17.6% |
| 5Y | +47.4% | +46.4% | +1.0% | +11.6% |
| 10Y | -20.8% | +202.4% | -223.2% | -59.9% |
| All | +479.8% | +1,701.1% | -1,221.3% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling