+36.3%
HBAN vs VALE
+40.3%
-4.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -5.6% | +8.6% | -14.2% | -7.7% |
| 3M | -1.1% | +2.0% | -3.1% | -2.0% |
| 6M | +9.9% | +2.1% | +7.8% | +8.7% |
| YTD | -0.9% | +20.2% | -21.2% | -6.7% |
| 1Y | -1.4% | +55.2% | -56.6% | -13.2% |
| 3Y | +78.2% | +45.9% | +32.3% | +56.7% |
| All | +36.3% | +40.3% | -4.0% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling