+57.4%
VALE vs ALHC
-31.6%
+89.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -1.8% | -4.1% | +2.3% | -1.7% |
| 30D | +6.7% | -5.4% | +12.1% | +6.9% |
| 3M | +4.9% | -32.1% | +37.0% | +6.5% |
| 6M | +3.6% | -28.5% | +32.1% | +4.6% |
| YTD | +21.9% | -34.0% | +55.9% | +23.4% |
| 1Y | +61.6% | -20.9% | +82.5% | +62.1% |
| 3Y | +52.1% | +151.5% | -99.4% | +40.7% |
| 5Y | +43.2% | -28.8% | +72.0% | +34.2% |
| All | +57.4% | -31.6% | +89.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling