+1,645.1%
VALE vs HSY
+827.6%
+817.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -3.2% | -2.1% | -1.1% | -2.3% |
| 30D | -15.1% | +6.1% | -21.2% | -17.6% |
| 3M | -18.7% | -5.6% | -13.1% | -16.9% |
| 6M | -31.5% | -9.5% | -21.9% | -29.2% |
| YTD | -11.4% | -2.1% | -9.3% | -12.9% |
| 1Y | -1.9% | +0.8% | -2.6% | -5.0% |
| 3Y | +1.7% | -2.1% | +3.8% | -4.2% |
| 5Y | +35.4% | +11.2% | +24.2% | +15.5% |
| 10Y | +204.8% | +128.3% | +76.5% | +66.7% |
| All | +1,645.1% | +827.6% | +817.6% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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