+222.3%
VALE vs HAS
+106.1%
+116.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.8% |
| 7D | +5.6% | +2.2% | +3.4% | +4.9% |
| 30D | -12.1% | +29.6% | -41.7% | -19.3% |
| 3M | -16.3% | +30.3% | -46.6% | -23.4% |
| 6M | -26.0% | +25.6% | -51.6% | -31.9% |
| YTD | -5.5% | +50.8% | -56.3% | -18.4% |
| 1Y | +6.7% | +63.0% | -56.3% | -10.2% |
| 3Y | +10.2% | +211.6% | -201.4% | -27.1% |
| 5Y | +49.7% | +50.4% | -0.7% | +23.6% |
| 10Y | +222.3% | +101.9% | +120.4% | +119.7% |
| All | +222.3% | +106.1% | +116.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling