-9.4%
VALE vs HTZ
-92.6%
+83.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.3% |
| 7D | +5.6% | -16.4% | +22.0% | +6.6% |
| 30D | -12.1% | -15.1% | +3.0% | -11.5% |
| 3M | -16.3% | -28.2% | +11.9% | -15.1% |
| 6M | -26.0% | -73.1% | +47.1% | -20.2% |
| YTD | -5.5% | -68.3% | +62.8% | 0.0% |
| 1Y | +6.7% | -75.2% | +81.9% | +14.7% |
| 3Y | +10.2% | -81.1% | +91.3% | +15.4% |
| 5Y | +49.7% | -95.0% | +144.7% | +70.2% |
| All | -9.4% | -92.6% | +83.2% | +2.1% |
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