+1,729.1%
HCA vs VALE
+28.5%
+1,700.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +2.4% | +9.7% | -7.4% | +0.7% |
| 3M | +13.0% | +5.3% | +7.8% | +11.8% |
| 6M | -21.4% | +0.5% | -21.9% | -21.8% |
| YTD | -9.5% | +20.6% | -30.1% | -13.0% |
| 1Y | +7.5% | +57.6% | -50.1% | -1.4% |
| 3Y | +57.6% | +50.6% | +7.0% | +43.6% |
| 5Y | +71.1% | +41.8% | +29.3% | +53.5% |
| 10Y | +498.8% | +515.1% | -16.3% | +307.4% |
| All | +1,729.1% | +28.5% | +1,700.5% | +1,712.9% |
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