+635.0%
HLT vs VALE
+135.6%
+499.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -2.6% | +9.7% | -12.4% | -4.5% |
| 3M | -9.4% | +5.3% | -14.7% | -10.5% |
| 6M | +2.7% | +0.5% | +2.2% | +2.3% |
| YTD | +6.8% | +20.6% | -13.9% | +2.2% |
| 1Y | +12.4% | +57.6% | -45.2% | +2.0% |
| 3Y | +100.2% | +50.6% | +49.6% | +81.2% |
| 5Y | +143.7% | +41.8% | +101.9% | +117.5% |
| 10Y | +584.9% | +515.1% | +69.8% | +363.5% |
| All | +635.0% | +135.6% | +499.5% | +399.5% |
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