+44.9%
VALE vs HST
+72.4%
-27.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +2.9% | +2.0% | +0.9% | +2.3% |
| 30D | +8.8% | -5.2% | +14.0% | +10.8% |
| 3M | +6.8% | -6.2% | +13.0% | +8.9% |
| 6M | +6.9% | +20.4% | -13.5% | +0.3% |
| YTD | +22.8% | +30.6% | -7.8% | +12.0% |
| 1Y | +61.3% | +37.4% | +23.9% | +44.2% |
| 3Y | +53.3% | +66.1% | -12.8% | +27.0% |
| 5Y | +44.9% | +73.7% | -28.9% | +12.1% |
| All | +44.9% | +72.4% | -27.6% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling