+2,275.1%
VALE vs HST
+298.1%
+1,977.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.6% | -1.0% | +2.6% | +2.1% |
| 30D | +5.1% | -12.3% | +17.4% | +11.4% |
| 3M | -0.4% | -6.4% | +6.0% | +2.4% |
| 6M | -2.2% | +15.0% | -17.2% | -8.5% |
| YTD | +20.5% | +30.5% | -10.0% | +6.1% |
| 1Y | +61.2% | +35.7% | +25.5% | +38.8% |
| 3Y | +43.1% | +68.4% | -25.2% | +9.1% |
| 5Y | +34.0% | +73.1% | -39.2% | -4.2% |
| 10Y | +469.7% | +92.7% | +376.9% | +248.0% |
| All | +2,275.1% | +298.1% | +1,977.0% | +803.4% |
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