+1,702.7%
VALE vs HST
+348.5%
+1,354.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.8% | -2.7% | +4.4% | +2.9% |
| 30D | -14.8% | +10.7% | -25.5% | -19.0% |
| 3M | -19.0% | +6.3% | -25.3% | -21.6% |
| 6M | -27.7% | +19.0% | -46.7% | -33.7% |
| YTD | -8.5% | +47.0% | -55.5% | -24.0% |
| 1Y | +2.6% | +53.4% | -50.8% | -16.6% |
| 3Y | +4.0% | +78.0% | -74.0% | -22.8% |
| 5Y | +51.2% | +71.7% | -20.5% | +8.6% |
| 10Y | +263.0% | +146.2% | +116.8% | +97.1% |
| All | +1,702.7% | +348.5% | +1,354.2% | +546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling