+1,484.2%
HWM vs VALE
+246.1%
+1,238.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.4% |
| 7D | -1.8% | +5.5% | -7.2% | -3.6% |
| 30D | -2.7% | -15.0% | +12.3% | +2.5% |
| 3M | -22.7% | -20.0% | -2.7% | -17.4% |
| 6M | -18.9% | -28.4% | +9.4% | -10.2% |
| YTD | +7.1% | -8.6% | +15.7% | +8.2% |
| 1Y | +4.7% | +2.0% | +2.7% | +1.7% |
| 3Y | +345.6% | +4.1% | +341.5% | +319.9% |
| 5Y | +588.3% | +46.4% | +541.8% | +433.5% |
| 10Y | +1,516.2% | +202.4% | +1,313.8% | +853.6% |
| All | +1,484.2% | +246.1% | +1,238.1% | +841.5% |
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 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