+2,275.1%
VALE vs FHN
+45.6%
+2,229.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +5.1% | -4.7% | +9.8% | +6.8% |
| 3M | -0.4% | +3.5% | -4.0% | -1.9% |
| 6M | -2.2% | +7.8% | -10.0% | -5.1% |
| YTD | +20.5% | +5.9% | +14.7% | +17.5% |
| 1Y | +61.2% | +12.5% | +48.7% | +52.8% |
| 3Y | +43.1% | +117.2% | -74.1% | +2.6% |
| 5Y | +34.0% | +86.5% | -52.6% | -6.6% |
| 10Y | +469.7% | +125.7% | +343.9% | +240.1% |
| All | +2,275.1% | +45.6% | +2,229.5% | +1,398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling