+40.9%
VALE vs HALO
+158.6%
-117.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.3% | -2.7% | +2.5% | 0.0% |
| 30D | +8.6% | +5.3% | +3.3% | +8.0% |
| 3M | +2.0% | +51.6% | -49.6% | -2.7% |
| 6M | +2.1% | +61.3% | -59.1% | -3.4% |
| YTD | +20.2% | +59.3% | -39.1% | +13.8% |
| 1Y | +55.2% | +38.3% | +16.9% | +48.9% |
| 3Y | +45.9% | +185.9% | -140.0% | +23.6% |
| All | +40.9% | +158.6% | -117.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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