+2,320.2%
VALE vs HIG
+243.2%
+2,077.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +8.8% | -4.9% | +13.7% | +10.1% |
| 3M | +6.8% | +6.8% | 0.0% | +4.7% |
| 6M | +6.9% | -1.7% | +8.6% | +7.0% |
| YTD | +22.8% | -0.2% | +23.1% | +22.3% |
| 1Y | +61.3% | +5.7% | +55.5% | +57.9% |
| 3Y | +53.3% | +100.3% | -47.0% | +26.2% |
| 5Y | +44.9% | +118.5% | -73.6% | +16.2% |
| 10Y | +486.8% | +309.7% | +177.1% | +290.4% |
| All | +2,320.2% | +243.2% | +2,077.0% | +1,406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling