+496.2%
HAL vs VALE
+1,654.5%
-1,158.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.7% |
| 7D | +2.6% | -1.5% | +4.1% | +3.3% |
| 30D | -0.1% | -15.6% | +15.5% | +7.8% |
| 3M | -1.1% | -19.5% | +18.4% | +8.7% |
| 6M | -20.7% | -31.9% | +11.1% | -6.5% |
| YTD | +17.5% | -11.0% | +28.5% | +20.1% |
| 1Y | +24.1% | -2.1% | +26.2% | +21.0% |
| 3Y | -8.4% | +1.4% | -9.8% | -14.3% |
| 5Y | +53.2% | +36.2% | +17.1% | +20.2% |
| 10Y | -17.2% | +206.4% | -223.7% | -58.4% |
| All | +496.2% | +1,654.5% | -1,158.2% | +41.6% |
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