+132.3%
HON vs VALE
+526.3%
-394.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -13.8% | +8.6% | -22.4% | -15.6% |
| 3M | -11.7% | +2.0% | -13.7% | -12.3% |
| 6M | -18.7% | +2.1% | -20.8% | -19.4% |
| YTD | +0.2% | +20.2% | -20.0% | -4.8% |
| 1Y | -3.1% | +55.2% | -58.2% | -13.6% |
| 3Y | +17.0% | +45.9% | -28.9% | +4.0% |
| 5Y | +2.0% | +41.4% | -39.4% | -12.4% |
| All | +132.3% | +526.3% | -394.0% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling