+45.9%
VALE vs HUM
-9.4%
+55.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.3% |
| 7D | -0.3% | +2.1% | -2.3% | -0.2% |
| 30D | +8.6% | +5.4% | +3.2% | +8.7% |
| 3M | +2.0% | +11.4% | -9.4% | +2.2% |
| 6M | +2.1% | +141.5% | -139.4% | +3.6% |
| YTD | +20.2% | +61.2% | -41.0% | +21.1% |
| 1Y | +55.2% | +49.2% | +6.0% | +56.1% |
| 3Y | +45.9% | -9.0% | +54.9% | +45.5% |
| All | +45.9% | -9.4% | +55.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling