+555.7%
HPQ vs VALE
+2,320.2%
-1,764.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.0% |
| 7D | -0.5% | +2.9% | -3.4% | -1.3% |
| 30D | +3.7% | +8.8% | -5.1% | +1.2% |
| 3M | +24.3% | +6.8% | +17.5% | +21.6% |
| 6M | +64.8% | +6.9% | +57.8% | +60.4% |
| YTD | +43.9% | +22.8% | +21.1% | +34.1% |
| 1Y | +11.7% | +61.3% | -49.6% | -3.4% |
| 3Y | +19.7% | +53.3% | -33.6% | +3.6% |
| 5Y | +32.2% | +44.9% | -12.6% | +12.2% |
| 10Y | +198.9% | +486.8% | -287.8% | +61.8% |
| All | +555.7% | +2,320.2% | -1,764.4% | +89.0% |
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