+396.0%
HPE vs VALE
+40.3%
+355.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +33.1% | +2.0% | +31.1% | +32.1% |
| 6M | +192.5% | +2.1% | +190.3% | +190.0% |
| YTD | +160.9% | +20.2% | +140.7% | +146.7% |
| 1Y | +155.0% | +55.2% | +99.8% | +125.1% |
| 3Y | +289.4% | +45.9% | +243.5% | +242.5% |
| All | +396.0% | +40.3% | +355.7% | +323.6% |
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