+142.9%
HOOD vs VALE
-15.9%
+158.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.2% | +1.3% | -4.5% | -3.8% |
| 30D | -22.6% | -14.3% | -8.2% | -17.2% |
| 3M | -10.4% | -16.8% | +6.4% | -3.2% |
| 6M | +4.7% | -30.2% | +34.9% | +22.0% |
| YTD | -25.2% | -8.6% | -16.6% | -22.8% |
| 1Y | -35.9% | +1.6% | -37.5% | -36.8% |
| 3Y | +927.7% | +4.1% | +923.6% | +877.2% |
| 5Y | +147.5% | +38.7% | +108.9% | +96.3% |
| All | +142.9% | -15.9% | +158.8% | +242.4% |
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