+220.1%
HUT vs VALE
+70.6%
+149.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.8% |
| 7D | +9.3% | -3.2% | +12.5% | +11.3% |
| 30D | -23.1% | -15.1% | -8.0% | -16.7% |
| 3M | -30.6% | -18.7% | -11.9% | -23.0% |
| 6M | -46.9% | -31.5% | -15.4% | -35.1% |
| YTD | +25.3% | -11.4% | +36.7% | +36.2% |
| 1Y | +59.8% | -1.9% | +61.7% | +64.8% |
| 3Y | +467.2% | +1.7% | +465.5% | +471.4% |
| 5Y | -24.6% | +35.4% | -60.1% | -36.0% |
| All | +220.1% | +70.6% | +149.5% | +125.5% |
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