+41.8%
VALE vs HIG
+118.8%
-76.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.5% |
| 30D | +9.7% | -1.2% | +11.0% | +10.0% |
| 3M | +5.3% | +6.3% | -1.0% | +2.9% |
| 6M | +0.5% | +0.6% | 0.0% | -0.1% |
| YTD | +20.6% | +0.6% | +20.0% | +19.6% |
| 1Y | +57.6% | +6.1% | +51.5% | +53.2% |
| 3Y | +50.6% | +102.0% | -51.4% | +7.8% |
| 5Y | +41.8% | +119.2% | -77.4% | -6.5% |
| All | +41.8% | +118.8% | -76.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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