+563.1%
HPE vs VALE
+526.3%
+36.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.5% |
| 7D | +19.4% | -0.3% | +19.7% | +19.5% |
| 30D | +5.6% | +8.6% | -3.0% | +2.9% |
| 3M | +33.1% | +2.0% | +31.1% | +32.0% |
| 6M | +192.5% | +2.1% | +190.3% | +189.8% |
| YTD | +160.9% | +20.2% | +140.7% | +145.0% |
| 1Y | +155.0% | +55.2% | +99.8% | +121.6% |
| 3Y | +289.4% | +45.9% | +243.5% | +239.3% |
| 5Y | +395.7% | +41.4% | +354.3% | +317.7% |
| All | +563.1% | +526.3% | +36.8% | +280.0% |
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