+138.4%
HLT vs VALE
+40.3%
+98.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.0% | +8.6% | -13.7% | -6.9% |
| 3M | -10.4% | +2.0% | -12.4% | -11.0% |
| 6M | +3.2% | +2.1% | +1.1% | +2.4% |
| YTD | +6.7% | +20.2% | -13.5% | +1.6% |
| 1Y | +10.3% | +55.2% | -44.9% | -1.2% |
| 3Y | +99.3% | +45.9% | +53.4% | +78.2% |
| All | +138.4% | +40.3% | +98.1% | +111.8% |
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