+1.9%
HON vs VALE
+40.1%
-38.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -11.9% | +9.7% | -21.6% | -13.4% |
| 3M | -6.1% | +5.3% | -11.3% | -7.0% |
| 6M | -19.2% | +0.5% | -19.7% | -19.4% |
| YTD | +0.2% | +20.6% | -20.5% | -3.0% |
| 1Y | -1.5% | +57.6% | -59.1% | -8.5% |
| 3Y | +17.9% | +50.6% | -32.6% | +8.9% |
| 5Y | +1.9% | +41.8% | -39.9% | -3.2% |
| All | +1.9% | +40.1% | -38.2% | -3.2% |
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