+38.7%
VALE vs FHN
+61.0%
-22.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 3M | -16.8% | -6.8% | -10.0% | -15.7% |
| 6M | -30.2% | -0.8% | -29.5% | -30.3% |
| YTD | -8.6% | +0.6% | -9.2% | -9.0% |
| 1Y | +1.6% | +11.5% | -9.9% | -0.7% |
| 3Y | +4.1% | +130.0% | -125.9% | -12.2% |
| 5Y | +38.7% | +60.8% | -22.1% | +16.9% |
| All | +38.7% | +61.0% | -22.3% | +16.9% |
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