+2,320.2%
VALE vs HUBB
+2,485.2%
-165.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.3% |
| 7D | +2.9% | +4.8% | -1.9% | -0.4% |
| 30D | +8.8% | -9.3% | +18.1% | +15.8% |
| 3M | +6.8% | -3.9% | +10.6% | +7.9% |
| 6M | +6.9% | -0.8% | +7.7% | +4.5% |
| YTD | +22.8% | +5.6% | +17.3% | +14.5% |
| 1Y | +61.3% | +7.7% | +53.5% | +46.9% |
| 3Y | +53.3% | +47.5% | +5.9% | +1.4% |
| 5Y | +44.9% | +153.7% | -108.8% | -42.3% |
| 10Y | +486.8% | +433.0% | +53.8% | +21.4% |
| All | +2,320.2% | +2,485.2% | -165.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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