+648.6%
HUBS vs VALE
+194.8%
+453.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | +7.2% | +8.6% | -1.4% | +5.4% |
| 3M | +20.9% | +2.0% | +18.9% | +19.9% |
| 6M | -13.0% | +2.1% | -15.1% | -14.4% |
| YTD | -43.8% | +20.2% | -64.1% | -47.2% |
| 1Y | -54.6% | +55.2% | -109.8% | -59.8% |
| 3Y | -58.5% | +45.9% | -104.3% | -63.1% |
| 5Y | -66.4% | +41.4% | -107.8% | -70.8% |
| 10Y | +319.2% | +513.1% | -193.8% | +169.0% |
| All | +648.6% | +194.8% | +453.8% | +351.9% |
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