+1,222.1%
HL vs VALE
+2,320.2%
-1,098.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.1% |
| 7D | +7.1% | +2.9% | +4.2% | +5.4% |
| 30D | +21.4% | +8.8% | +12.7% | +15.9% |
| 3M | +37.4% | +6.8% | +30.7% | +33.1% |
| 6M | +0.4% | +6.9% | -6.5% | -2.0% |
| YTD | +6.7% | +22.8% | -16.1% | -2.7% |
| 1Y | +102.4% | +61.3% | +41.1% | +59.9% |
| 3Y | +417.4% | +53.3% | +364.1% | +317.9% |
| 5Y | +243.3% | +44.9% | +198.5% | +176.5% |
| 10Y | +242.6% | +486.8% | -244.2% | +9.1% |
| All | +1,222.1% | +2,320.2% | -1,098.0% | +222.7% |
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