+44.9%
VALE vs THC
+248.0%
-203.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +2.9% | -2.6% | +5.5% | +3.2% |
| 30D | +8.8% | -1.2% | +10.0% | +8.9% |
| 3M | +6.8% | +58.9% | -52.2% | +0.7% |
| 6M | +6.9% | +9.3% | -2.4% | +5.3% |
| YTD | +22.8% | +30.4% | -7.5% | +18.1% |
| 1Y | +61.3% | +34.6% | +26.7% | +53.9% |
| 3Y | +53.3% | +246.7% | -193.4% | +25.0% |
| 5Y | +44.9% | +244.5% | -199.7% | +22.9% |
| All | +44.9% | +248.0% | -203.1% | +22.9% |
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