+2,301.5%
VALE vs HUM
+3,446.3%
-1,144.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +6.7% | +3.7% | +2.9% | +5.6% |
| 3M | +4.9% | +10.4% | -5.5% | +1.8% |
| 6M | +3.6% | +125.7% | -122.1% | -17.9% |
| YTD | +21.9% | +57.3% | -35.5% | +4.9% |
| 1Y | +61.6% | +48.6% | +12.9% | +39.8% |
| 3Y | +52.1% | -11.3% | +63.4% | +45.0% |
| 5Y | +43.2% | +0.8% | +42.4% | +26.3% |
| 10Y | +521.5% | +146.7% | +374.9% | +295.2% |
| All | +2,301.5% | +3,446.3% | -1,144.8% | +624.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling