+1,773.8%
HWM vs VALE
+356.4%
+1,417.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | -11.0% | +5.1% | -16.1% | -12.8% |
| 3M | +4.0% | -0.4% | +4.4% | +3.7% |
| 6M | -0.2% | -2.2% | +2.0% | -0.1% |
| YTD | +26.7% | +20.5% | +6.1% | +17.1% |
| 1Y | +44.7% | +61.2% | -16.5% | +20.6% |
| 3Y | +426.1% | +43.1% | +383.0% | +345.6% |
| 5Y | +738.5% | +34.0% | +704.5% | +588.1% |
| All | +1,773.8% | +356.4% | +1,417.4% | +919.2% |
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