+44.3%
VALE vs FHN
+90.8%
-46.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +2.9% | +2.7% | +0.2% | +2.4% |
| 30D | +8.8% | -3.1% | +11.9% | +9.4% |
| 3M | +6.8% | +2.3% | +4.4% | +6.1% |
| 6M | +6.9% | +9.7% | -2.8% | +4.8% |
| YTD | +22.8% | +4.7% | +18.1% | +21.4% |
| 1Y | +61.3% | +13.8% | +47.5% | +56.5% |
| 3Y | +53.3% | +131.6% | -78.3% | +28.5% |
| All | +44.3% | +90.8% | -46.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling