+204.8%
VALE vs HST
+133.7%
+71.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -3.2% | +3.6% | -6.8% | -4.5% |
| 30D | -15.1% | +11.2% | -26.3% | -18.7% |
| 3M | -18.7% | +13.1% | -31.8% | -22.7% |
| 6M | -31.5% | +23.9% | -55.4% | -37.2% |
| YTD | -11.4% | +52.3% | -63.7% | -25.2% |
| 1Y | -1.9% | +56.7% | -58.5% | -18.0% |
| 3Y | +1.7% | +87.5% | -85.8% | -22.2% |
| 5Y | +35.4% | +82.8% | -47.4% | +0.7% |
| All | +204.8% | +133.7% | +71.1% | +90.2% |
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