+4.9%
VALE vs FHN
+131.2%
-126.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.5% |
| 30D | -14.3% | +2.0% | -16.4% | -14.8% |
| 3M | -16.8% | -6.8% | -10.0% | -15.6% |
| 6M | -30.2% | -0.8% | -29.5% | -30.3% |
| YTD | -8.6% | +0.6% | -9.2% | -9.1% |
| 1Y | +1.6% | +11.5% | -9.9% | -1.1% |
| All | +4.9% | +131.2% | -126.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling