+269.4%
HPE vs VALE
+47.4%
+222.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | +13.6% | -1.8% | +15.5% | +14.4% |
| 30D | +7.7% | +6.7% | +1.1% | +5.0% |
| 3M | +22.4% | +4.9% | +17.5% | +19.9% |
| 6M | +172.6% | +3.6% | +169.0% | +167.5% |
| YTD | +147.5% | +21.9% | +125.6% | +127.8% |
| 1Y | +151.8% | +61.6% | +90.2% | +108.3% |
| All | +269.4% | +47.4% | +222.0% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling