+37.8%
VALE vs HIG
+110.6%
-72.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -3.2% | +2.6% | -5.8% | -3.9% |
| 30D | -15.1% | +4.2% | -19.2% | -16.1% |
| 3M | -18.7% | +0.2% | -18.9% | -18.9% |
| 6M | -31.5% | +4.6% | -36.1% | -32.8% |
| YTD | -11.4% | +1.1% | -12.5% | -12.4% |
| 1Y | -1.9% | +4.7% | -6.5% | -4.1% |
| 3Y | +1.7% | +95.5% | -93.8% | -25.8% |
| All | +37.8% | +110.6% | -72.8% | -1.9% |
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