-12.3%
VALE vs HTZ
-92.5%
+80.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.4% | +9.6% | +1.8% |
| 7D | +1.8% | -14.6% | +16.3% | +2.6% |
| 30D | -14.8% | -20.8% | +5.9% | -13.8% |
| 3M | -19.0% | -18.8% | -0.2% | -18.6% |
| 6M | -27.7% | -74.7% | +47.0% | -21.7% |
| YTD | -8.5% | -68.1% | +59.6% | -3.2% |
| 1Y | +2.6% | -73.5% | +76.1% | +9.8% |
| 3Y | +4.0% | -81.8% | +85.9% | +9.5% |
| 5Y | +51.2% | -95.2% | +146.5% | +71.8% |
| All | -12.3% | -92.5% | +80.3% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling