+46.4%
VALE vs THC
+266.8%
-220.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | +5.5% | +8.8% | -3.4% | +4.4% |
| 30D | -15.0% | +10.0% | -25.0% | -16.0% |
| 3M | -20.0% | +11.7% | -31.7% | -21.2% |
| 6M | -28.4% | +52.5% | -80.8% | -32.3% |
| YTD | -8.6% | +46.1% | -54.7% | -13.5% |
| 1Y | +2.0% | +49.1% | -47.1% | -3.9% |
| 3Y | +4.1% | +439.6% | -435.6% | -21.4% |
| 5Y | +46.4% | +263.2% | -216.7% | +21.4% |
| All | +46.4% | +266.8% | -220.4% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling