+45.9%
HLT vs VALE
+3.0%
+42.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.8% |
| 7D | +7.7% | -0.3% | +8.0% | +7.7% |
| 30D | +19.1% | -19.2% | +38.3% | +23.5% |
| 3M | +20.7% | -20.7% | +41.4% | +25.2% |
| 6M | +21.0% | -25.8% | +46.8% | +27.1% |
| YTD | +31.3% | -9.8% | +41.0% | +31.8% |
| 1Y | +45.9% | +3.7% | +42.2% | +39.4% |
| All | +45.9% | +3.0% | +42.9% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling