+18.7%
HPQ vs VALE
+60.7%
-42.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +6.9% | +1.6% | +5.3% | +6.9% |
| 30D | +14.4% | +5.1% | +9.3% | +14.1% |
| 3M | +25.6% | -0.4% | +26.0% | +26.1% |
| 6M | +75.0% | -2.2% | +77.3% | +74.8% |
| YTD | +50.7% | +20.5% | +30.2% | +36.4% |
| 1Y | +18.7% | +61.2% | -42.5% | -9.7% |
| All | +18.7% | +60.7% | -42.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling