+51.9%
VALE vs HST
+67.0%
-15.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.6% | -1.0% | +2.6% | +2.0% |
| 30D | +5.1% | -12.3% | +17.4% | +10.3% |
| 3M | -0.4% | -6.4% | +6.0% | +1.9% |
| 6M | -2.2% | +15.0% | -17.2% | -7.6% |
| YTD | +20.5% | +30.5% | -10.0% | +8.7% |
| 1Y | +61.2% | +35.7% | +25.5% | +42.9% |
| All | +51.9% | +67.0% | -15.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling