+243.8%
HPQ vs VALE
+526.3%
-282.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.5% |
| 7D | +9.8% | -0.3% | +10.0% | +9.8% |
| 30D | +22.4% | +8.6% | +13.7% | +19.3% |
| 3M | +45.2% | +2.0% | +43.2% | +43.7% |
| 6M | +96.4% | +2.1% | +94.3% | +93.4% |
| YTD | +65.4% | +20.2% | +45.2% | +53.9% |
| 1Y | +31.6% | +55.2% | -23.6% | +13.3% |
| 3Y | +37.0% | +45.9% | -8.9% | +18.3% |
| 5Y | +53.0% | +41.4% | +11.6% | +28.4% |
| All | +243.8% | +526.3% | -282.5% | +95.7% |
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 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