+3.7%
VALE vs HUM
+51.1%
-47.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | -19.2% | +3.5% | -22.7% | -19.2% |
| 3M | -20.7% | +15.5% | -36.2% | -20.4% |
| 6M | -25.8% | +76.2% | -102.0% | -23.9% |
| YTD | -9.8% | +64.5% | -74.3% | -8.7% |
| 1Y | +3.7% | +50.0% | -46.4% | +6.1% |
| All | +3.7% | +51.1% | -47.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling