+420.1%
HUT vs VALE
+132.2%
+288.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +17.8% | +1.6% | +16.2% | +16.6% |
| 30D | +0.8% | +5.1% | -4.3% | -2.2% |
| 3M | -26.8% | -0.4% | -26.4% | -26.8% |
| 6M | +72.6% | -2.2% | +74.8% | +76.8% |
| YTD | +103.6% | +20.5% | +83.1% | +88.1% |
| 1Y | +265.3% | +61.2% | +204.1% | +191.1% |
| 3Y | +689.4% | +43.1% | +646.3% | +562.9% |
| 5Y | +75.3% | +34.0% | +41.4% | +47.1% |
| All | +420.1% | +132.2% | +288.0% | +211.3% |
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