+60.4%
HCA vs VALE
+45.4%
+15.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | +3.0% | +8.6% | -5.7% | +2.1% |
| 3M | +13.0% | +2.0% | +11.0% | +12.7% |
| 6M | -20.3% | +2.1% | -22.4% | -20.6% |
| YTD | -8.2% | +20.2% | -28.5% | -10.2% |
| 1Y | +6.7% | +55.2% | -48.5% | +1.6% |
| 3Y | +60.4% | +45.9% | +14.5% | +52.3% |
| All | +60.4% | +45.4% | +15.0% | +52.3% |
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 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