+886.8%
HON vs VALE
+2,320.2%
-1,433.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.6% |
| 30D | -15.2% | +8.8% | -24.0% | -17.2% |
| 3M | -6.0% | +6.8% | -12.7% | -7.8% |
| 6M | -14.9% | +6.9% | -21.8% | -16.7% |
| YTD | +3.2% | +22.8% | -19.7% | -3.0% |
| 1Y | 0.0% | +61.3% | -61.2% | -12.7% |
| 3Y | +21.5% | +53.3% | -31.8% | +5.5% |
| 5Y | +4.0% | +44.9% | -40.8% | -12.4% |
| 10Y | +138.4% | +486.8% | -348.4% | +24.2% |
| All | +886.8% | +2,320.2% | -1,433.3% | +165.3% |
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