+655.5%
HWM vs VALE
+41.9%
+613.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.9% | -12.6% | -11.1% |
| 7D | -9.2% | +2.9% | -12.1% | -9.8% |
| 30D | -17.9% | +8.8% | -26.7% | -19.6% |
| 3M | -6.0% | +6.8% | -12.8% | -7.7% |
| 6M | -7.4% | +6.9% | -14.3% | -9.1% |
| YTD | +13.1% | +22.8% | -9.7% | +7.2% |
| 1Y | +29.3% | +61.3% | -31.9% | +15.3% |
| 3Y | +389.9% | +53.3% | +336.6% | +334.3% |
| 5Y | +655.5% | +44.9% | +610.7% | +601.5% |
| All | +655.5% | +41.9% | +613.7% | +601.5% |
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 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