+44.9%
VALE vs ALHC
-30.5%
+75.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +2.9% | -1.0% | +3.9% | +3.0% |
| 30D | +8.8% | -6.3% | +15.1% | +9.1% |
| 3M | +6.8% | -12.3% | +19.1% | +7.0% |
| 6M | +6.9% | -27.0% | +33.9% | +7.8% |
| YTD | +22.8% | -31.8% | +54.7% | +24.1% |
| 1Y | +61.3% | -17.0% | +78.3% | +61.5% |
| 3Y | +53.3% | +159.8% | -106.5% | +42.4% |
| 5Y | +44.9% | -25.1% | +70.0% | +25.8% |
| All | +44.9% | -30.5% | +75.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling