+621.7%
HPE vs VALE
+575.9%
+45.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.6% | +1.6% | -2.2% | -1.1% |
| 30D | -2.3% | +5.1% | -7.4% | -3.7% |
| 3M | -2.9% | -0.4% | -2.5% | -2.9% |
| 6M | +143.6% | -2.2% | +145.8% | +144.3% |
| YTD | +118.5% | +20.5% | +98.0% | +106.5% |
| 1Y | +129.2% | +61.2% | +68.0% | +100.3% |
| 3Y | +212.5% | +43.1% | +169.4% | +178.0% |
| 5Y | +286.9% | +34.0% | +252.9% | +238.1% |
| 10Y | +432.3% | +469.7% | -37.3% | +219.4% |
| All | +621.7% | +575.9% | +45.8% | +255.6% |
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 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