+43.6%
VALE vs ALHC
-64.2%
+107.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -14.8% | -14.2% | -0.7% | -14.3% |
| 3M | -19.0% | -45.1% | +26.1% | -16.9% |
| 6M | -27.7% | -59.5% | +31.8% | -25.1% |
| YTD | -8.5% | -62.8% | +54.3% | -5.0% |
| 1Y | +2.6% | -55.5% | +58.1% | +5.6% |
| 3Y | +4.0% | +25.7% | -21.7% | -1.6% |
| All | +43.6% | -64.2% | +107.8% | +39.4% |
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