+238.2%
HL vs VALE
+40.1%
+198.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | +12.7% | +9.7% | +3.0% | +5.4% |
| 3M | +42.5% | +5.3% | +37.3% | +38.0% |
| 6M | -9.0% | +0.5% | -9.6% | -8.1% |
| YTD | +4.4% | +20.6% | -16.2% | -5.4% |
| 1Y | +82.7% | +57.6% | +25.1% | +40.2% |
| 3Y | +406.3% | +50.6% | +355.7% | +294.5% |
| 5Y | +238.2% | +41.8% | +196.3% | +170.9% |
| All | +238.2% | +40.1% | +198.0% | +170.9% |
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 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