-19.4%
HUT vs VALE
+46.3%
-65.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | +1.6% |
| 7D | -10.9% | +5.5% | -16.4% | -14.6% |
| 30D | -32.6% | -15.0% | -17.7% | -25.9% |
| 3M | -33.7% | -20.0% | -13.7% | -24.2% |
| 6M | -42.3% | -28.4% | -14.0% | -29.0% |
| YTD | +23.6% | -8.6% | +32.2% | +34.4% |
| 1Y | +20.4% | +2.0% | +18.4% | +23.0% |
| 3Y | +423.2% | +4.1% | +419.1% | +422.0% |
| 5Y | -19.4% | +46.4% | -65.8% | -26.8% |
| All | -19.4% | +46.3% | -65.7% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling