+151.7%
HYG vs VALE
+121.8%
+29.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -0.7% | +8.6% | -9.4% | -1.6% |
| 3M | -0.2% | +2.0% | -2.2% | -0.5% |
| 6M | +1.4% | +2.1% | -0.7% | +0.9% |
| YTD | +1.5% | +20.2% | -18.8% | -1.0% |
| 1Y | +2.9% | +55.2% | -52.3% | -2.4% |
| 3Y | +25.6% | +45.9% | -20.2% | +19.0% |
| 5Y | +18.6% | +41.4% | -22.8% | +10.6% |
| 10Y | +55.7% | +513.1% | -457.3% | +16.1% |
| All | +151.7% | +121.8% | +29.9% | +84.5% |
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