-12.3%
VALE vs HTZ
-92.5%
+80.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -0.7% |
| 7D | +1.3% | -27.4% | +28.7% | +3.4% |
| 30D | -14.3% | -11.4% | -3.0% | -14.0% |
| 3M | -16.8% | -33.1% | +16.2% | -15.1% |
| 6M | -30.2% | -73.5% | +43.3% | -24.7% |
| YTD | -8.6% | -68.1% | +59.5% | -3.3% |
| 1Y | +1.6% | -74.3% | +75.9% | +9.0% |
| 3Y | +4.1% | -80.9% | +85.0% | +8.9% |
| 5Y | +38.7% | -93.8% | +132.5% | +57.8% |
| All | -12.3% | -92.5% | +80.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling