+521.5%
VALE vs THC
+1,002.8%
-481.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -1.4% |
| 7D | -1.8% | +4.1% | -5.9% | -2.5% |
| 30D | +6.7% | +3.5% | +3.1% | +5.9% |
| 3M | +4.9% | +61.7% | -56.9% | -3.7% |
| 6M | +3.6% | +11.8% | -8.3% | +0.8% |
| YTD | +21.9% | +35.4% | -13.5% | +14.5% |
| 1Y | +61.6% | +37.0% | +24.5% | +50.8% |
| 3Y | +52.1% | +260.1% | -207.9% | +16.5% |
| 5Y | +43.2% | +262.6% | -219.4% | +5.5% |
| 10Y | +521.5% | +1,039.2% | -517.7% | +242.6% |
| All | +521.5% | +1,002.8% | -481.3% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling