+102.4%
HBAN vs VALE
+2,301.5%
-2,199.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.5% | -1.8% | +0.4% | -0.9% |
| 30D | -5.5% | +6.7% | -12.2% | -7.7% |
| 3M | -0.2% | +4.9% | -5.1% | -2.2% |
| 6M | +5.2% | +3.6% | +1.6% | +3.1% |
| YTD | -2.3% | +21.9% | -24.2% | -9.8% |
| 1Y | -2.2% | +61.6% | -63.7% | -18.0% |
| 3Y | +73.8% | +52.1% | +21.7% | +46.1% |
| 5Y | +35.2% | +43.2% | -7.9% | +10.2% |
| 10Y | +155.4% | +521.5% | -366.1% | +13.5% |
| All | +102.4% | +2,301.5% | -2,199.1% | -26.3% |
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