-15.1%
VALE vs HTZ
-93.2%
+78.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -3.2% | -8.5% | +5.3% | -2.6% |
| 30D | -15.1% | -18.9% | +3.9% | -14.2% |
| 3M | -18.7% | -36.0% | +17.3% | -16.6% |
| 6M | -31.5% | -74.6% | +43.1% | -25.9% |
| YTD | -11.4% | -70.8% | +59.4% | -5.7% |
| 1Y | -1.9% | -75.3% | +73.4% | +5.5% |
| 3Y | +1.7% | -81.6% | +83.3% | +6.4% |
| 5Y | +35.4% | -94.4% | +129.9% | +55.1% |
| All | -15.1% | -93.2% | +78.1% | -3.8% |
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