+521.5%
VALE vs HST
+101.1%
+420.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +6.7% | -2.8% | +9.4% | +7.8% |
| 3M | +4.9% | -6.5% | +11.4% | +7.5% |
| 6M | +3.6% | +20.7% | -17.1% | -3.8% |
| YTD | +21.9% | +30.5% | -8.6% | +9.7% |
| 1Y | +61.6% | +36.8% | +24.8% | +42.3% |
| 3Y | +52.1% | +65.9% | -13.8% | +22.2% |
| 5Y | +43.2% | +73.9% | -30.7% | +8.4% |
| 10Y | +521.5% | +107.0% | +414.5% | +309.1% |
| All | +521.5% | +101.1% | +420.4% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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